+8,398.6%
TPR vs RGEN
+2,378.4%
+6,020.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.4% |
| 7D | +14.2% | -1.9% | +16.1% | +14.4% |
| 30D | +17.1% | +3.7% | +13.3% | +16.3% |
| 3M | -17.7% | +8.8% | -26.5% | -19.1% |
| 6M | -10.2% | +38.0% | -48.1% | -14.7% |
| YTD | +4.9% | +5.9% | -1.0% | +2.8% |
| 1Y | +36.1% | +19.7% | +16.5% | +31.1% |
| 3Y | +416.5% | +20.5% | +395.9% | +386.1% |
| 5Y | +254.8% | -35.0% | +289.8% | +251.3% |
| 10Y | +391.7% | +540.9% | -149.2% | +269.8% |
| All | +8,398.6% | +2,378.4% | +6,020.2% | +4,774.5% |
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 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