+184.8%
ALB vs TRGP
+2,231.3%
-2,046.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.3% | -4.1% |
| 7D | -8.1% | +0.8% | -8.8% | -8.3% |
| 30D | +6.3% | +11.5% | -5.2% | +3.0% |
| 3M | -23.6% | +9.0% | -32.6% | -25.7% |
| 6M | -24.6% | +20.5% | -45.1% | -28.9% |
| YTD | -10.3% | +59.5% | -69.8% | -21.7% |
| 1Y | +61.5% | +77.9% | -16.4% | +36.1% |
| 3Y | -34.0% | +253.6% | -287.6% | -54.0% |
| 5Y | -44.6% | +615.5% | -660.1% | -67.7% |
| 10Y | +76.1% | +897.1% | -821.0% | -14.2% |
| All | +184.8% | +2,231.3% | -2,046.5% | -29.6% |
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