+128.4%
TLT vs RGEN
+6,972.4%
-6,844.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -1.3% |
| 7D | -0.3% | -2.4% | +2.1% | -0.3% |
| 30D | +3.7% | +0.1% | +3.7% | +3.7% |
| 3M | -0.7% | +6.6% | -7.3% | -0.6% |
| 6M | -4.2% | +40.9% | -45.1% | -3.8% |
| YTD | -4.0% | +6.2% | -10.1% | -3.8% |
| 1Y | -5.8% | +19.4% | -25.3% | -5.6% |
| 3Y | +4.1% | +17.9% | -13.8% | +4.7% |
| 5Y | -34.8% | -34.0% | -0.8% | -34.9% |
| 10Y | -12.3% | +453.9% | -466.2% | -7.1% |
| All | +128.4% | +6,972.4% | -6,844.0% | +149.2% |
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