+45.8%
AR vs TRGP
+265.9%
-220.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.9% |
| 7D | -1.8% | -0.6% | -1.2% | -1.4% |
| 30D | +12.6% | +14.6% | -2.0% | +1.3% |
| 3M | +10.0% | +11.9% | -1.9% | +0.2% |
| 6M | +0.6% | +25.3% | -24.6% | -16.2% |
| YTD | +13.4% | +61.9% | -48.5% | -22.9% |
| 1Y | +21.7% | +87.3% | -65.6% | -26.6% |
| 3Y | +45.8% | +268.0% | -222.2% | -52.4% |
| All | +45.8% | +265.9% | -220.0% | -52.4% |
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 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