+13,957.4%
TSM vs RGEN
+15,308.5%
-1,351.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | +6.0% | -0.9% | +6.9% | +6.1% |
| 30D | +4.5% | +2.8% | +1.7% | +4.2% |
| 3M | +3.1% | +34.5% | -31.4% | -0.5% |
| 6M | +30.2% | +40.5% | -10.2% | +24.7% |
| YTD | +45.2% | +2.8% | +42.4% | +43.7% |
| 1Y | +79.6% | +39.6% | +39.9% | +71.7% |
| 3Y | +411.0% | +4.4% | +406.6% | +395.8% |
| 5Y | +290.7% | -42.8% | +333.5% | +294.2% |
| 10Y | +1,753.6% | +406.7% | +1,346.9% | +1,408.1% |
| All | +13,957.4% | +15,308.5% | -1,351.0% | +7,429.4% |
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