+116.1%
ALL vs TRGP
+639.4%
-523.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | -5.6% | +9.5% | -15.0% | -7.7% |
| 3M | +17.2% | +10.8% | +6.4% | +14.0% |
| 6M | +23.2% | +25.3% | -2.1% | +16.0% |
| YTD | +23.6% | +60.3% | -36.7% | +9.2% |
| 1Y | +29.2% | +84.6% | -55.4% | +9.8% |
| 3Y | +153.8% | +264.4% | -110.5% | +76.7% |
| 5Y | +116.1% | +636.6% | -520.5% | +26.6% |
| All | +116.1% | +639.4% | -523.4% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling