+149.1%
TT vs REGN
+21.2%
+127.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | -1.2% | -5.6% | +4.4% | -0.1% |
| 30D | -7.3% | -2.0% | -5.4% | -7.1% |
| 3M | -3.6% | +28.0% | -31.6% | -8.8% |
| 6M | +2.8% | +1.2% | +1.7% | +2.1% |
| YTD | +14.5% | +1.6% | +12.9% | +13.5% |
| 1Y | +7.4% | +38.2% | -30.8% | -0.9% |
| 3Y | +116.2% | -5.4% | +121.6% | +115.0% |
| All | +149.1% | +21.2% | +127.9% | +118.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling