-10.5%
TSN vs RGEN
+47.6%
-58.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -1.4% | -3.3% | +1.8% | -1.6% |
| 30D | +8.5% | -5.8% | +14.3% | +8.2% |
| 3M | +5.3% | +0.2% | +5.1% | +5.4% |
| 6M | -10.5% | +56.8% | -67.3% | +1.2% |
| All | -10.5% | +47.6% | -58.1% | +1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling