+44.1%
AA vs TRGP
+819.3%
-775.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -2.2% |
| 7D | +5.3% | +9.0% | -3.7% | +0.7% |
| 30D | -2.3% | +1.5% | -3.8% | -3.6% |
| 3M | -20.8% | +10.7% | -31.5% | -25.8% |
| 6M | -39.8% | +17.1% | -56.9% | -45.7% |
| YTD | -23.3% | +63.6% | -86.9% | -42.4% |
| 1Y | +1.8% | +77.0% | -75.1% | -26.6% |
| 3Y | +69.5% | +273.2% | -203.6% | -17.8% |
| 5Y | -18.0% | +508.6% | -526.6% | -68.1% |
| All | +44.1% | +819.3% | -775.2% | -56.5% |
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