+146.0%
TT vs RGEN
-42.4%
+188.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | 0.0% | -4.9% | +4.9% | +0.8% |
| 30D | -7.2% | +5.7% | -12.8% | -8.2% |
| 3M | -3.0% | +32.4% | -35.4% | -8.1% |
| 6M | +1.4% | +33.2% | -31.8% | -4.7% |
| YTD | +15.9% | +2.3% | +13.6% | +14.2% |
| 1Y | +9.4% | +39.0% | -29.6% | +1.4% |
| 3Y | +124.4% | -4.6% | +129.0% | +114.8% |
| All | +146.0% | -42.4% | +188.5% | +134.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling