+8,131.0%
TMO vs RGEN
+1,550.5%
+6,580.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.6% |
| 7D | -0.5% | -4.6% | +4.1% | -0.2% |
| 30D | +1.0% | +1.2% | -0.2% | +0.9% |
| 3M | +22.7% | +26.8% | -4.1% | +20.7% |
| 6M | +19.0% | +29.1% | -10.0% | +16.9% |
| YTD | +4.7% | +0.7% | +4.0% | +4.5% |
| 1Y | +26.0% | +39.1% | -13.0% | +23.2% |
| 3Y | +18.0% | +2.2% | +15.7% | +16.7% |
| 5Y | +8.0% | -44.0% | +52.0% | +9.5% |
| 10Y | +333.8% | +412.7% | -79.0% | +296.0% |
| All | +8,131.0% | +1,550.5% | +6,580.5% | +5,636.9% |
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