-33.8%
TRU vs RGEN
-44.2%
+10.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.4% |
| 6M | +8.9% | +38.5% | -29.7% | -3.9% |
| YTD | -8.9% | +0.8% | -9.7% | -10.9% |
| 1Y | -15.9% | +38.2% | -54.1% | -26.6% |
| 3Y | -1.1% | +1.3% | -2.4% | -8.8% |
| All | -33.8% | -44.2% | +10.3% | -37.2% |
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