+925.6%
TSN vs RGEN
+1,551.8%
-626.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +3.0% | -1.4% | +4.5% | +3.1% |
| 30D | -4.2% | -0.3% | -3.9% | -4.2% |
| 3M | -3.9% | +23.9% | -27.8% | -4.4% |
| 6M | -9.8% | +38.5% | -48.4% | -10.6% |
| YTD | -7.3% | +0.8% | -8.1% | -7.4% |
| 1Y | -2.2% | +38.2% | -40.4% | -3.1% |
| 3Y | +11.9% | +1.3% | +10.6% | +11.0% |
| 5Y | -16.9% | -44.0% | +27.1% | -17.0% |
| 10Y | -4.8% | +413.1% | -417.9% | -9.5% |
| All | +925.6% | +1,551.8% | -626.2% | +792.1% |
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