+1,080.2%
ALL vs TRGP
+2,108.2%
-1,028.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -1.0% |
| 7D | -3.9% | -7.2% | +3.3% | -2.7% |
| 30D | +10.6% | -4.2% | +14.8% | +11.2% |
| 3M | -4.6% | +7.0% | -11.5% | -5.9% |
| 6M | +20.2% | +11.2% | +8.9% | +17.5% |
| YTD | +23.7% | +51.1% | -27.4% | +14.6% |
| 1Y | +27.9% | +62.0% | -34.1% | +17.0% |
| 3Y | +109.2% | +248.2% | -139.0% | +66.6% |
| 5Y | +148.0% | +432.4% | -284.4% | +82.3% |
| 10Y | +363.8% | +739.5% | -375.8% | +179.7% |
| All | +1,080.2% | +2,108.2% | -1,028.0% | +358.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling