-9.8%
TRI vs RGEN
-44.2%
+34.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | -7.9% | -1.4% | -6.4% | -7.7% |
| 30D | -4.5% | -0.3% | -4.2% | -4.5% |
| 3M | +22.1% | +23.9% | -1.8% | +18.6% |
| 6M | -2.8% | +38.5% | -41.3% | -7.0% |
| YTD | -23.4% | +0.8% | -24.2% | -24.2% |
| 1Y | -41.5% | +38.2% | -79.7% | -44.2% |
| 3Y | -19.2% | +1.3% | -20.5% | -22.1% |
| All | -9.8% | -44.2% | +34.3% | -12.4% |
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 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