+63.2%
AG vs TRGP
+2,265.4%
-2,202.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.4% |
| 7D | +4.5% | -0.6% | +5.1% | +4.6% |
| 30D | +12.9% | +14.6% | -1.7% | +8.7% |
| 3M | +20.9% | +11.9% | +9.0% | +16.4% |
| 6M | -19.5% | +25.3% | -44.8% | -25.2% |
| YTD | +24.8% | +61.9% | -37.1% | +8.5% |
| 1Y | +120.2% | +87.3% | +33.0% | +83.4% |
| 3Y | +279.0% | +268.0% | +11.0% | +161.7% |
| 5Y | +67.9% | +638.2% | -570.3% | -2.9% |
| 10Y | +57.5% | +821.9% | -764.4% | -27.8% |
| All | +63.2% | +2,265.4% | -2,202.1% | -64.3% |
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