+234.9%
TPR vs RGEN
-35.5%
+270.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.3% |
| 7D | -0.3% | -3.3% | +3.0% | +0.4% |
| 30D | +15.1% | -5.8% | +21.0% | +16.3% |
| 3M | +3.5% | +0.2% | +3.3% | +2.4% |
| 6M | +0.4% | +56.8% | -56.3% | -11.1% |
| YTD | +4.6% | +2.4% | +2.2% | +1.5% |
| 1Y | +33.1% | +11.4% | +21.7% | +26.4% |
| 3Y | +396.0% | +15.2% | +380.8% | +344.7% |
| All | +234.9% | -35.5% | +270.4% | +180.0% |
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