-2.2%
TT vs RGEN
+20.5%
-22.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.8% | +0.3% |
| 7D | +0.8% | -2.4% | +3.2% | +1.0% |
| 30D | -11.8% | +0.1% | -11.8% | -11.7% |
| 3M | -11.6% | +6.6% | -18.2% | -12.1% |
| 6M | -9.3% | +40.9% | -50.2% | -11.4% |
| YTD | +8.9% | +6.2% | +2.7% | +9.2% |
| 1Y | -2.2% | +19.4% | -21.7% | -4.6% |
| All | -2.2% | +20.5% | -22.7% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling