+6,411.5%
TRV vs RGEN
+1,585.3%
+4,826.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.0% |
| 7D | +0.5% | -0.9% | +1.4% | +0.5% |
| 30D | -4.9% | +2.8% | -7.7% | -5.0% |
| 3M | +23.7% | +34.5% | -10.7% | +22.5% |
| 6M | +20.3% | +40.5% | -20.1% | +18.8% |
| YTD | +27.1% | +2.8% | +24.2% | +26.6% |
| 1Y | +35.3% | +39.6% | -4.3% | +33.5% |
| 3Y | +139.8% | +4.4% | +135.4% | +136.9% |
| 5Y | +153.9% | -42.8% | +196.6% | +153.3% |
| 10Y | +285.9% | +406.7% | -120.9% | +258.0% |
| All | +6,411.5% | +1,585.3% | +4,826.2% | +5,434.6% |
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