+7,716.4%
TPR vs RGEN
+2,294.3%
+5,422.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -2.3% | -4.9% | +2.6% | -1.7% |
| 30D | -23.0% | +5.7% | -28.7% | -23.6% |
| 3M | -12.5% | +32.4% | -44.9% | -16.0% |
| 6M | -21.4% | +33.2% | -54.6% | -24.9% |
| YTD | -3.5% | +2.3% | -5.8% | -4.7% |
| 1Y | +17.4% | +39.0% | -21.6% | +11.0% |
| 3Y | +291.3% | -4.6% | +295.9% | +279.2% |
| 5Y | +241.9% | -42.7% | +284.6% | +244.5% |
| 10Y | +322.7% | +433.6% | -110.9% | +225.0% |
| All | +7,716.4% | +2,294.3% | +5,422.2% | +4,421.4% |
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