+142.4%
AMT vs TRGP
+822.5%
-680.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.9% |
| 7D | +1.5% | +12.4% | -10.9% | +0.6% |
| 30D | +6.8% | +2.6% | +4.2% | +6.5% |
| 3M | +11.2% | +11.9% | -0.6% | +10.1% |
| 6M | +12.5% | +13.9% | -1.4% | +11.1% |
| YTD | +12.5% | +64.2% | -51.7% | +7.9% |
| 1Y | +10.1% | +78.5% | -68.4% | +4.9% |
| 3Y | +16.0% | +272.9% | -256.9% | +2.8% |
| 5Y | -17.2% | +510.7% | -527.9% | -29.4% |
| All | +142.4% | +822.5% | -680.0% | +98.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling