+8.2%
TT vs RGEN
+37.7%
-29.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +1.6% | -0.9% | +2.4% | +1.6% |
| 30D | -7.3% | +2.8% | -10.1% | -7.6% |
| 3M | -2.6% | +34.5% | -37.1% | -5.4% |
| 6M | +5.9% | +40.5% | -34.6% | +1.8% |
| YTD | +15.4% | +2.8% | +12.6% | +15.9% |
| 1Y | +8.2% | +39.6% | -31.4% | +2.3% |
| All | +8.2% | +37.7% | -29.5% | +2.3% |
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 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