-5.8%
TLT vs RGEN
+20.5%
-26.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -1.2% |
| 7D | -0.3% | -2.4% | +2.1% | -0.2% |
| 30D | +3.7% | +0.1% | +3.7% | +3.6% |
| 3M | -0.7% | +6.6% | -7.3% | -1.4% |
| 6M | -4.2% | +40.9% | -45.1% | -6.8% |
| YTD | -4.0% | +6.2% | -10.1% | -5.7% |
| 1Y | -5.8% | +19.4% | -25.3% | -8.8% |
| All | -5.8% | +20.5% | -26.3% | -8.8% |
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