+1,643.1%
TSM vs RGEN
+415.2%
+1,227.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.4% | -1.8% |
| 7D | +6.2% | -3.3% | +9.5% | +7.0% |
| 30D | -7.3% | -5.8% | -1.4% | -5.9% |
| 3M | -7.1% | +0.2% | -7.3% | -7.5% |
| 6M | +0.2% | +56.8% | -56.5% | -11.4% |
| YTD | +32.2% | +2.4% | +29.8% | +28.9% |
| 1Y | +42.8% | +11.4% | +31.3% | +36.2% |
| 3Y | +330.4% | +15.2% | +315.2% | +291.1% |
| 5Y | +263.9% | -35.1% | +299.0% | +257.3% |
| All | +1,643.1% | +415.2% | +1,227.9% | +1,014.0% |
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 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