+84.4%
TSM vs RGEN
+45.2%
+39.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +3.0% |
| 7D | +2.7% | -4.9% | +7.6% | +3.5% |
| 30D | +3.6% | +5.7% | -2.1% | +2.6% |
| 3M | -3.4% | +32.4% | -35.8% | -9.0% |
| 6M | +20.6% | +33.2% | -12.6% | +12.3% |
| YTD | +41.9% | +2.3% | +39.6% | +41.3% |
| 1Y | +84.4% | +39.0% | +45.4% | +69.3% |
| All | +84.4% | +45.2% | +39.2% | +69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling