+114.9%
TT vs REGN
-2.9%
+117.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | -1.0% | -6.0% | +5.0% | -0.1% |
| 30D | -8.9% | -0.4% | -8.6% | -8.9% |
| 3M | -1.8% | +32.0% | -33.8% | -6.3% |
| 6M | +1.9% | +3.0% | -1.1% | +1.2% |
| YTD | +13.8% | +3.2% | +10.6% | +12.9% |
| 1Y | +6.1% | +43.4% | -37.3% | -0.6% |
| All | +114.9% | -2.9% | +117.8% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 3y: compounded portfolio wealth divided by compounded REGN 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…
3y analysis · Full analysis span regression · 6 months rolling