+215.6%
TRU vs RGEN
+298.5%
-83.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -9.4% | -2.9% | -6.5% | -8.7% |
| 30D | -4.1% | -0.1% | -4.1% | -4.2% |
| 3M | +13.6% | +25.9% | -12.4% | +6.2% |
| 6M | +3.6% | +35.2% | -31.6% | -5.5% |
| YTD | -9.8% | +0.5% | -10.3% | -11.3% |
| 1Y | -13.6% | +37.0% | -50.6% | -22.1% |
| 3Y | -2.0% | +2.0% | -4.0% | -7.7% |
| 5Y | -35.8% | -44.2% | +8.4% | -34.4% |
| 10Y | +142.9% | +411.6% | -268.7% | +58.8% |
| All | +215.6% | +298.5% | -83.0% | +104.3% |
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