+1,084.3%
TTMI vs RGEN
+414.1%
+670.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +6.0% | -2.9% | +8.9% | +6.8% |
| 30D | -6.4% | -0.1% | -6.4% | -6.6% |
| 3M | -28.9% | +25.9% | -54.9% | -33.9% |
| 6M | +26.9% | +35.2% | -8.3% | +15.0% |
| YTD | +77.3% | +0.5% | +76.8% | +73.7% |
| 1Y | +147.5% | +37.0% | +110.5% | +124.0% |
| 3Y | +847.6% | +2.0% | +845.6% | +785.6% |
| 5Y | +802.2% | -44.2% | +846.4% | +819.0% |
| All | +1,084.3% | +414.1% | +670.2% | +472.1% |
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