+24.4%
TXG vs RGEN
+110.7%
-86.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.2% | +4.3% |
| 7D | +9.4% | -0.9% | +10.2% | +10.0% |
| 30D | +26.1% | +2.8% | +23.3% | +24.1% |
| 3M | +124.8% | +34.5% | +90.3% | +84.1% |
| 6M | +215.2% | +40.5% | +174.8% | +149.5% |
| YTD | +302.2% | +2.8% | +299.4% | +289.7% |
| 1Y | +370.9% | +39.6% | +331.3% | +274.0% |
| 3Y | +38.5% | +4.4% | +34.1% | +25.6% |
| 5Y | -64.4% | -42.8% | -21.6% | -57.2% |
| All | +24.4% | +110.7% | -86.3% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling