+893.7%
TT vs RGEN
+406.9%
+486.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +1.6% | -0.9% | +2.4% | +1.7% |
| 30D | -7.3% | +2.8% | -10.1% | -7.9% |
| 3M | -2.6% | +34.5% | -37.1% | -8.0% |
| 6M | +5.9% | +40.5% | -34.6% | -1.4% |
| YTD | +15.4% | +2.8% | +12.6% | +13.4% |
| 1Y | +8.2% | +39.6% | -31.4% | +0.2% |
| 3Y | +122.7% | +4.4% | +118.2% | +108.6% |
| 5Y | +145.0% | -42.8% | +187.7% | +144.8% |
| 10Y | +893.7% | +406.7% | +487.0% | +533.2% |
| All | +893.7% | +406.9% | +486.9% | +533.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling