+371.7%
TPR vs RGEN
+450.6%
-78.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +6.4% | -3.1% | +9.5% | +7.0% |
| 30D | +13.8% | +0.1% | +13.7% | +13.4% |
| 3M | -16.6% | +4.8% | -21.4% | -18.4% |
| 6M | +0.7% | +48.9% | -48.3% | -10.0% |
| YTD | +5.3% | +5.3% | 0.0% | +1.5% |
| 1Y | +32.4% | +12.5% | +19.9% | +25.4% |
| 3Y | +406.4% | +17.0% | +389.4% | +352.4% |
| 5Y | +227.9% | -35.4% | +263.3% | +218.0% |
| 10Y | +371.7% | +434.6% | -62.9% | +157.9% |
| All | +371.7% | +450.6% | -78.9% | +157.9% |
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 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