-7.0%
TLT vs RGEN
+8.1%
-15.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -3.1% | -3.3% | +0.2% | -2.9% |
| 30D | +1.0% | -5.8% | +6.9% | +1.3% |
| 3M | -2.7% | +0.2% | -2.9% | -3.1% |
| 6M | -4.1% | +56.8% | -60.9% | -7.2% |
| YTD | -5.4% | +2.4% | -7.8% | -7.3% |
| 1Y | -7.0% | +11.4% | -18.5% | -9.8% |
| All | -7.0% | +8.1% | -15.1% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling