+379.1%
TPR vs RGEN
+527.2%
-148.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.7% |
| 7D | +14.2% | -1.9% | +16.1% | +14.5% |
| 30D | +17.1% | +3.7% | +13.3% | +15.7% |
| 3M | -17.7% | +8.8% | -26.5% | -20.1% |
| 6M | -10.2% | +38.0% | -48.1% | -18.3% |
| YTD | +4.9% | +5.9% | -1.0% | +1.0% |
| 1Y | +36.1% | +19.7% | +16.5% | +27.0% |
| 3Y | +416.5% | +20.5% | +395.9% | +358.0% |
| 5Y | +254.8% | -35.0% | +289.8% | +243.6% |
| All | +379.1% | +527.2% | -148.1% | +157.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling