+32.0%
AA vs TRGP
+2,299.4%
-2,267.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +0.5% | +12.4% | -11.9% | -4.7% |
| 30D | -0.6% | +2.6% | -3.2% | -2.3% |
| 3M | -19.7% | +11.9% | -31.5% | -24.5% |
| 6M | -41.6% | +13.9% | -55.5% | -46.0% |
| YTD | -24.6% | +64.2% | -88.8% | -41.6% |
| 1Y | +4.9% | +78.5% | -73.6% | -21.8% |
| 3Y | +66.8% | +272.9% | -206.1% | -11.7% |
| 5Y | -19.4% | +510.7% | -530.1% | -64.9% |
| 10Y | +43.1% | +821.0% | -777.9% | -55.7% |
| All | +32.0% | +2,299.4% | -2,267.4% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling