+15,818.7%
TT vs RGEN
+1,576.0%
+14,242.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | -0.2% | -4.9% | +4.7% | 0.0% |
| 30D | -7.4% | +5.7% | -13.1% | -7.7% |
| 3M | -3.2% | +32.4% | -35.6% | -4.8% |
| 6M | +1.1% | +33.2% | -32.1% | -0.7% |
| YTD | +15.6% | +2.3% | +13.3% | +15.0% |
| 1Y | +9.2% | +39.0% | -29.8% | +6.8% |
| 3Y | +124.4% | -4.6% | +129.0% | +121.5% |
| 5Y | +138.0% | -42.7% | +180.7% | +138.5% |
| 10Y | +886.4% | +433.6% | +452.8% | +787.5% |
| All | +15,818.7% | +1,576.0% | +14,242.7% | +11,018.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling