+41.1%
AR vs TRGP
+868.8%
-827.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -1.3% | -0.6% | -0.8% | -1.0% |
| 30D | +3.5% | +10.0% | -6.4% | -2.6% |
| 3M | +9.9% | +7.6% | +2.3% | +4.5% |
| 6M | +4.5% | +26.8% | -22.3% | -10.2% |
| YTD | +13.7% | +60.6% | -46.9% | -15.7% |
| 1Y | +19.2% | +82.5% | -63.2% | -18.5% |
| 3Y | +46.2% | +265.0% | -218.9% | -34.0% |
| 5Y | +145.9% | +645.9% | -500.0% | -22.2% |
| All | +41.1% | +868.8% | -827.7% | -61.1% |
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