+873.0%
TTMI vs RGEN
+2.1%
+870.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.9% | -3.3% |
| 7D | +7.5% | -4.6% | +12.0% | +8.9% |
| 30D | -4.5% | +1.2% | -5.6% | -5.0% |
| 3M | -28.5% | +26.8% | -55.4% | -34.5% |
| 6M | +28.4% | +29.1% | -0.7% | +15.7% |
| YTD | +80.1% | +0.7% | +79.3% | +75.8% |
| 1Y | +161.0% | +39.1% | +122.0% | +131.3% |
| All | +873.0% | +2.1% | +870.9% | +855.1% |
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 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