+145.7%
TRU vs RGEN
+415.7%
-270.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -2.7% | -1.4% | -1.3% | -2.3% |
| 30D | -2.0% | -0.3% | -1.7% | -2.1% |
| 3M | +18.4% | +23.9% | -5.4% | +10.7% |
| 6M | +8.9% | +38.5% | -29.7% | -2.1% |
| YTD | -8.9% | +0.8% | -9.7% | -10.7% |
| 1Y | -15.9% | +38.2% | -54.1% | -25.0% |
| 3Y | -1.1% | +1.3% | -2.4% | -7.3% |
| 5Y | -35.2% | -44.0% | +8.8% | -33.8% |
| All | +145.7% | +415.7% | -270.1% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling