-33.7%
TLT vs RGEN
-42.7%
+9.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.4% | -0.9% | +1.3% | +0.4% |
| 30D | -0.3% | +2.8% | -3.1% | -0.4% |
| 3M | -1.7% | +34.5% | -36.2% | -3.1% |
| 6M | -4.9% | +40.5% | -45.4% | -6.5% |
| YTD | -2.8% | +2.8% | -5.6% | -3.3% |
| 1Y | -4.2% | +39.6% | -43.8% | -5.9% |
| 3Y | -1.1% | +4.4% | -5.5% | -2.7% |
| 5Y | -33.7% | -42.8% | +9.0% | -34.0% |
| All | -33.7% | -42.7% | +9.0% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling