+117.0%
AA vs TRGP
+863.3%
-746.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -5.8% | +8.0% | -13.8% | -9.9% |
| 3M | -29.9% | +8.3% | -38.2% | -33.3% |
| 6M | -27.0% | +23.9% | -50.9% | -35.9% |
| YTD | -8.7% | +59.6% | -68.4% | -30.0% |
| 1Y | +50.6% | +79.4% | -28.8% | +8.0% |
| 3Y | +74.1% | +269.4% | -195.4% | -14.6% |
| 5Y | +2.6% | +641.6% | -639.0% | -63.1% |
| All | +117.0% | +863.3% | -746.3% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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