+1,107.0%
ALL vs TRGP
+2,231.3%
-1,124.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.2% | -1.1% |
| 7D | 0.0% | +0.8% | -0.7% | -0.1% |
| 30D | -1.5% | +11.5% | -13.0% | -3.4% |
| 3M | +23.6% | +9.0% | +14.6% | +21.6% |
| 6M | +22.3% | +20.5% | +1.8% | +18.2% |
| YTD | +26.5% | +59.5% | -33.0% | +16.3% |
| 1Y | +27.0% | +77.9% | -50.9% | +14.5% |
| 3Y | +149.6% | +253.6% | -104.0% | +98.5% |
| 5Y | +118.1% | +615.5% | -497.4% | +53.1% |
| 10Y | +369.0% | +897.1% | -528.1% | +176.6% |
| All | +1,107.0% | +2,231.3% | -1,124.2% | +365.4% |
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 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