+10.3%
ADM vs TRGP
+274.3%
-263.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.7% |
| 7D | +4.2% | +12.4% | -8.2% | +2.3% |
| 30D | -12.8% | +2.6% | -15.5% | -13.3% |
| 3M | -8.5% | +11.9% | -20.3% | -10.2% |
| 6M | -10.9% | +13.9% | -24.8% | -12.9% |
| YTD | +29.4% | +64.2% | -34.8% | +21.1% |
| 1Y | +27.5% | +78.5% | -51.0% | +18.2% |
| 3Y | +10.3% | +272.9% | -262.6% | -0.1% |
| All | +10.3% | +274.3% | -263.9% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling