+6,170.5%
TGT vs RGEN
+1,577.9%
+4,592.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.3% |
| 7D | +2.6% | -3.3% | +5.9% | +2.8% |
| 30D | +4.7% | -5.8% | +10.5% | +4.9% |
| 3M | +4.6% | +0.2% | +4.4% | +4.4% |
| 6M | +34.9% | +56.8% | -21.9% | +31.8% |
| YTD | +70.9% | +2.4% | +68.5% | +70.0% |
| 1Y | +84.4% | +11.4% | +72.9% | +82.7% |
| 3Y | +69.1% | +15.2% | +54.0% | +66.0% |
| 5Y | -26.9% | -35.1% | +8.2% | -27.2% |
| 10Y | +207.6% | +419.6% | -212.0% | +181.9% |
| All | +6,170.5% | +1,577.9% | +4,592.6% | +4,574.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling