+75.4%
TSM vs RGEN
+37.5%
+37.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.5% |
| 7D | +4.8% | -4.6% | +9.3% | +5.5% |
| 30D | +4.0% | +1.2% | +2.9% | +3.8% |
| 3M | +2.0% | +26.8% | -24.9% | -3.1% |
| 6M | +25.5% | +29.1% | -3.6% | +17.7% |
| YTD | +44.0% | +0.7% | +43.3% | +43.8% |
| 1Y | +75.4% | +39.1% | +36.4% | +58.0% |
| All | +75.4% | +37.5% | +37.9% | +58.0% |
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 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