+143.7%
AR vs TRGP
+639.4%
-495.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +1.0% |
| 7D | -1.2% | -0.7% | -0.5% | -0.6% |
| 30D | +5.5% | +9.5% | -3.9% | -3.4% |
| 3M | +12.9% | +10.8% | +2.1% | +1.5% |
| 6M | +0.1% | +25.3% | -25.3% | -20.2% |
| YTD | +13.5% | +60.3% | -46.7% | -28.5% |
| 1Y | +21.6% | +84.6% | -63.0% | -33.7% |
| 3Y | +46.0% | +264.4% | -218.4% | -63.0% |
| 5Y | +143.7% | +636.6% | -492.8% | -76.0% |
| All | +143.7% | +639.4% | -495.7% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling