+50,177.4%
TSCO vs RGEN
+2,396.7%
+47,780.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +1.7% | -0.9% | +2.5% | +1.7% |
| 30D | +2.8% | +2.8% | 0.0% | +2.7% |
| 3M | +17.9% | +34.5% | -16.6% | +16.4% |
| 6M | -28.6% | +40.5% | -69.0% | -29.7% |
| YTD | -28.0% | +2.8% | -30.9% | -28.3% |
| 1Y | -39.9% | +39.6% | -79.5% | -40.8% |
| 3Y | -14.0% | +4.4% | -18.4% | -15.1% |
| 5Y | -2.9% | -42.8% | +39.8% | -2.9% |
| 10Y | +199.5% | +406.7% | -207.2% | +178.2% |
| All | +50,177.4% | +2,396.7% | +47,780.7% | +33,187.0% |
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