+369.0%
ALL vs TRGP
+826.3%
-457.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.3% |
| 7D | -2.6% | +2.4% | -4.9% | -3.0% |
| 30D | +12.7% | +0.8% | +11.9% | +12.3% |
| 3M | +0.4% | +10.4% | -10.0% | -1.8% |
| 6M | +23.8% | +16.3% | +7.5% | +19.6% |
| YTD | +27.8% | +61.1% | -33.3% | +15.5% |
| 1Y | +28.9% | +71.6% | -42.7% | +15.0% |
| 3Y | +113.9% | +267.5% | -153.6% | +62.7% |
| 5Y | +157.4% | +488.1% | -330.8% | +76.9% |
| 10Y | +369.0% | +803.8% | -434.8% | +162.9% |
| All | +369.0% | +826.3% | -457.3% | +162.9% |
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