+273.1%
TSM vs RGEN
-42.4%
+315.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +3.1% |
| 7D | +2.7% | -4.9% | +7.6% | +3.8% |
| 30D | +3.6% | +5.7% | -2.1% | +2.2% |
| 3M | -3.4% | +32.4% | -35.8% | -10.3% |
| 6M | +20.6% | +33.2% | -12.6% | +11.1% |
| YTD | +41.9% | +2.3% | +39.6% | +38.9% |
| 1Y | +84.4% | +39.0% | +45.4% | +67.0% |
| 3Y | +380.2% | -4.6% | +384.9% | +356.7% |
| All | +273.1% | -42.4% | +315.6% | +250.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling