+45.2%
AR vs TRGP
+267.3%
-222.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | -1.2% |
| 7D | +2.1% | +2.4% | -0.3% | +0.2% |
| 30D | +4.5% | +0.8% | +3.7% | +3.5% |
| 3M | +1.0% | +10.4% | -9.4% | -7.0% |
| 6M | +4.4% | +16.3% | -11.8% | -8.1% |
| YTD | +10.9% | +61.1% | -50.2% | -24.7% |
| 1Y | +8.6% | +71.6% | -63.1% | -29.8% |
| All | +45.2% | +267.3% | -222.1% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling