+364.8%
ALL vs TRGP
+827.0%
-462.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | -5.6% | +9.5% | -15.0% | -7.3% |
| 3M | +17.2% | +10.8% | +6.4% | +14.7% |
| 6M | +23.2% | +25.3% | -2.1% | +17.5% |
| YTD | +23.6% | +60.3% | -36.7% | +12.2% |
| 1Y | +29.2% | +84.6% | -55.4% | +13.8% |
| 3Y | +153.8% | +264.4% | -110.5% | +93.9% |
| 5Y | +116.1% | +636.6% | -520.5% | +43.0% |
| 10Y | +364.8% | +848.9% | -484.1% | +158.7% |
| All | +364.8% | +827.0% | -462.2% | +158.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling