+12,629.9%
TSM vs RGEN
+15,806.7%
-3,176.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.8% | +4.8% | +2.3% |
| 7D | -2.1% | -2.4% | +0.4% | -1.7% |
| 30D | -12.5% | +0.1% | -12.6% | -12.5% |
| 3M | -5.0% | +6.6% | -11.6% | -5.8% |
| 6M | -3.2% | +40.9% | -44.1% | -7.3% |
| YTD | +31.5% | +6.2% | +25.3% | +29.6% |
| 1Y | +35.7% | +19.4% | +16.3% | +32.0% |
| 3Y | +323.5% | +17.9% | +305.6% | +306.7% |
| 5Y | +263.4% | -34.0% | +297.4% | +261.8% |
| 10Y | +1,598.5% | +453.9% | +1,144.6% | +1,271.1% |
| All | +12,629.9% | +15,806.7% | -3,176.8% | +6,689.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling