+30.0%
TXG vs RGEN
+106.5%
-76.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.1% |
| 7D | +9.5% | -1.4% | +10.9% | +10.5% |
| 30D | +18.8% | -0.3% | +19.1% | +19.3% |
| 3M | +136.1% | +23.9% | +112.2% | +103.9% |
| 6M | +235.2% | +38.5% | +196.7% | +168.4% |
| YTD | +320.5% | +0.8% | +319.7% | +312.6% |
| 1Y | +425.2% | +38.2% | +387.0% | +319.9% |
| 3Y | +42.9% | +1.3% | +41.6% | +32.1% |
| 5Y | -62.8% | -44.0% | -18.8% | -54.7% |
| All | +30.0% | +106.5% | -76.5% | -15.8% |
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