+147.5%
TTMI vs RGEN
+39.1%
+108.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +6.0% | -2.9% | +8.9% | +6.9% |
| 30D | -6.4% | -0.1% | -6.4% | -6.6% |
| 3M | -28.9% | +25.9% | -54.9% | -35.1% |
| 6M | +26.9% | +35.2% | -8.3% | +9.3% |
| YTD | +77.3% | +0.5% | +76.8% | +78.5% |
| 1Y | +147.5% | +37.0% | +110.5% | +122.2% |
| All | +147.5% | +39.1% | +108.4% | +122.2% |
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