+1,815.4%
TSM vs RGEN
+402.3%
+1,413.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.3% |
| 7D | +4.8% | -4.6% | +9.3% | +5.9% |
| 30D | +4.0% | +1.2% | +2.9% | +3.6% |
| 3M | +2.0% | +26.8% | -24.9% | -4.5% |
| 6M | +25.5% | +29.1% | -3.6% | +16.3% |
| YTD | +44.0% | +0.7% | +43.3% | +41.3% |
| 1Y | +75.4% | +39.1% | +36.4% | +58.6% |
| 3Y | +406.7% | +2.2% | +404.5% | +372.3% |
| 5Y | +285.0% | -44.0% | +329.0% | +290.8% |
| 10Y | +1,815.4% | +412.7% | +1,402.6% | +1,197.1% |
| All | +1,815.4% | +402.3% | +1,413.1% | +1,197.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling