+12.4%
AA vs TRGP
+639.4%
-627.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.3% |
| 7D | -0.6% | -0.7% | +0.1% | -0.1% |
| 30D | -1.6% | +9.5% | -11.0% | -8.4% |
| 3M | -29.8% | +10.8% | -40.6% | -36.0% |
| 6M | -16.6% | +25.3% | -42.0% | -31.5% |
| YTD | -4.0% | +60.3% | -64.3% | -35.1% |
| 1Y | +63.5% | +84.6% | -21.0% | -2.6% |
| 3Y | +86.8% | +264.4% | -177.6% | -42.1% |
| 5Y | +12.4% | +636.6% | -624.2% | -81.1% |
| All | +12.4% | +639.4% | -627.1% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling