+95.7%
AR vs TRGP
+495.9%
-400.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | -1.7% |
| 7D | +2.1% | +2.4% | -0.3% | -0.2% |
| 30D | +4.5% | +0.8% | +3.7% | +3.2% |
| 3M | +1.0% | +10.4% | -9.4% | -8.7% |
| 6M | +4.4% | +16.3% | -11.8% | -10.7% |
| YTD | +10.9% | +61.1% | -50.2% | -30.3% |
| 1Y | +8.6% | +71.6% | -63.1% | -35.7% |
| 3Y | +48.5% | +267.5% | -219.0% | -61.5% |
| 5Y | +95.7% | +488.1% | -392.4% | -69.9% |
| All | +95.7% | +495.9% | -400.2% | -69.9% |
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