-18.0%
AA vs TRGP
+500.4%
-518.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -3.0% | -2.5% |
| 7D | +5.3% | +9.0% | -3.7% | -0.7% |
| 30D | -2.3% | +1.5% | -3.8% | -4.2% |
| 3M | -20.8% | +10.7% | -31.5% | -27.6% |
| 6M | -39.8% | +17.1% | -56.9% | -47.9% |
| YTD | -23.3% | +63.6% | -86.9% | -49.2% |
| 1Y | +1.8% | +77.0% | -75.1% | -36.8% |
| 3Y | +69.5% | +273.2% | -203.6% | -47.9% |
| 5Y | -18.0% | +508.6% | -526.6% | -82.4% |
| All | -18.0% | +500.4% | -518.4% | -82.4% |
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