+1,297.6%
TNA vs RGEN
+4,492.1%
-3,194.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.6% |
| 7D | +4.1% | -0.9% | +5.0% | +4.6% |
| 30D | -7.6% | +2.8% | -10.5% | -9.5% |
| 3M | +8.1% | +34.5% | -26.4% | -12.0% |
| 6M | +49.0% | +40.5% | +8.6% | +16.8% |
| YTD | +51.7% | +2.8% | +48.9% | +44.6% |
| 1Y | +59.6% | +39.6% | +20.0% | +25.3% |
| 3Y | +118.9% | +4.4% | +114.5% | +98.1% |
| 5Y | -19.2% | -42.8% | +23.6% | +1.8% |
| 10Y | +77.2% | +406.7% | -329.5% | -35.7% |
| All | +1,297.6% | +4,492.1% | -3,194.5% | -46.6% |
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