-19.8%
TLT vs RGEN
+402.3%
-422.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.6% |
| 7D | -0.3% | -4.6% | +4.3% | -0.2% |
| 30D | 0.0% | +1.2% | -1.2% | 0.0% |
| 3M | -2.9% | +26.8% | -29.7% | -3.1% |
| 6M | -6.3% | +29.1% | -35.3% | -6.5% |
| YTD | -3.3% | +0.7% | -4.1% | -3.5% |
| 1Y | -4.2% | +39.1% | -43.3% | -4.5% |
| 3Y | -1.7% | +2.2% | -3.9% | -2.0% |
| 5Y | -34.9% | -44.0% | +9.1% | -35.9% |
| 10Y | -19.8% | +412.7% | -432.5% | -7.1% |
| All | -19.8% | +402.3% | -422.1% | -7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling