+148.0%
ALL vs TRGP
+426.9%
-278.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -1.2% |
| 7D | -3.9% | -7.2% | +3.3% | -2.2% |
| 30D | +10.6% | -4.2% | +14.8% | +11.4% |
| 3M | -4.6% | +7.0% | -11.5% | -6.6% |
| 6M | +20.2% | +11.2% | +8.9% | +16.2% |
| YTD | +23.7% | +51.1% | -27.4% | +10.2% |
| 1Y | +27.9% | +62.0% | -34.1% | +11.8% |
| 3Y | +109.2% | +248.2% | -139.0% | +45.2% |
| 5Y | +148.0% | +432.4% | -284.4% | +49.4% |
| All | +148.0% | +426.9% | -278.9% | +49.4% |
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 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