+109.2%
ALL vs TRGP
+247.0%
-137.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -1.1% |
| 7D | -3.9% | -7.2% | +3.3% | -2.6% |
| 30D | +10.6% | -4.2% | +14.8% | +11.2% |
| 3M | -4.6% | +7.0% | -11.5% | -6.4% |
| 6M | +20.2% | +11.2% | +8.9% | +16.8% |
| YTD | +23.7% | +51.1% | -27.4% | +12.3% |
| 1Y | +27.9% | +62.0% | -34.1% | +14.1% |
| 3Y | +109.2% | +248.2% | -139.0% | +75.4% |
| All | +109.2% | +247.0% | -137.9% | +75.4% |
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