+429.1%
TTMI vs RGEN
+15.2%
+413.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.6% | -3.1% |
| 7D | +11.4% | -3.3% | +14.7% | +12.7% |
| 30D | -28.3% | -5.8% | -22.5% | -26.4% |
| 3M | -46.7% | +0.2% | -46.8% | -46.7% |
| 6M | -56.1% | +56.8% | -112.9% | -62.9% |
| YTD | +7.4% | +2.4% | +5.0% | +4.5% |
| 1Y | +17.4% | +11.4% | +6.0% | +11.3% |
| 3Y | +429.1% | +15.2% | +414.0% | +380.0% |
| All | +429.1% | +15.2% | +413.9% | +380.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling