+16,881.3%
TT vs REGN
+3,618.0%
+13,263.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | +1.6% | -1.6% | +3.2% | +1.7% |
| 30D | -7.3% | +3.4% | -10.7% | -7.6% |
| 3M | -2.6% | +32.7% | -35.3% | -5.2% |
| 6M | +5.9% | +6.9% | -1.0% | +5.0% |
| YTD | +15.4% | +5.4% | +10.0% | +14.5% |
| 1Y | +8.2% | +45.8% | -37.6% | +4.2% |
| 3Y | +122.7% | -1.5% | +124.2% | +120.5% |
| 5Y | +145.0% | +22.2% | +122.7% | +137.0% |
| 10Y | +893.7% | +103.6% | +790.2% | +805.8% |
| All | +16,881.3% | +3,618.0% | +13,263.3% | +10,380.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling