+54.2%
AR vs TRGP
+819.3%
-765.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.4% |
| 7D | +6.4% | +9.0% | -2.6% | +0.8% |
| 30D | +3.1% | +1.5% | +1.6% | +2.0% |
| 3M | +3.3% | +10.7% | -7.4% | -3.6% |
| 6M | +6.6% | +17.1% | -10.6% | -4.2% |
| YTD | +12.3% | +63.6% | -51.3% | -18.0% |
| 1Y | +12.3% | +77.0% | -64.6% | -21.9% |
| 3Y | +50.4% | +273.2% | -222.7% | -33.4% |
| 5Y | +101.0% | +508.6% | -407.6% | -30.2% |
| All | +54.2% | +819.3% | -765.1% | -55.5% |
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