-23.0%
TNA vs RGEN
-44.2%
+21.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | -7.3% | -1.4% | -5.8% | -6.3% |
| 30D | -14.2% | -0.3% | -13.9% | -14.3% |
| 3M | -4.6% | +23.9% | -28.5% | -20.1% |
| 6M | +36.9% | +38.5% | -1.6% | +4.5% |
| YTD | +42.5% | +0.8% | +41.7% | +36.8% |
| 1Y | +45.8% | +38.2% | +7.6% | +10.6% |
| 3Y | +104.7% | +1.3% | +103.4% | +84.3% |
| All | -23.0% | -44.2% | +21.2% | -18.7% |
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