+750.6%
TT vs RGEN
+508.6%
+242.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.1% | +1.5% | +4.2% |
| 7D | +1.7% | +3.5% | -1.7% | +1.2% |
| 30D | -11.8% | +2.9% | -14.7% | -12.3% |
| 3M | -12.6% | +9.2% | -21.8% | -14.3% |
| 6M | -9.4% | +44.9% | -54.3% | -16.0% |
| YTD | +8.8% | +9.2% | -0.4% | +5.5% |
| 1Y | -2.5% | +25.3% | -27.8% | -7.9% |
| 3Y | +95.7% | +21.7% | +73.9% | +78.8% |
| 5Y | +135.7% | -34.5% | +170.2% | +129.7% |
| 10Y | +750.6% | +478.9% | +271.7% | +449.3% |
| All | +750.6% | +508.6% | +242.0% | +449.3% |
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