+299.4%
TPR vs RGEN
-3.7%
+303.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -2.3% | -4.9% | +2.6% | -1.5% |
| 30D | -23.0% | +5.7% | -28.7% | -23.9% |
| 3M | -12.5% | +32.4% | -44.9% | -17.4% |
| 6M | -21.4% | +33.2% | -54.6% | -26.3% |
| YTD | -3.5% | +2.3% | -5.8% | -5.3% |
| 1Y | +17.4% | +39.0% | -21.6% | +8.4% |
| All | +299.4% | -3.7% | +303.2% | +291.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling