-24.2%
AR vs TRGP
+605.8%
-630.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.1% |
| 7D | +2.5% | +0.8% | +1.7% | +2.1% |
| 30D | +14.8% | +11.5% | +3.3% | +8.0% |
| 3M | +6.2% | +9.0% | -2.8% | +1.0% |
| 6M | +4.3% | +20.5% | -16.2% | -6.1% |
| YTD | +14.4% | +59.5% | -45.2% | -11.6% |
| 1Y | +21.3% | +77.9% | -56.6% | -11.7% |
| 3Y | +39.8% | +253.6% | -213.8% | -28.5% |
| 5Y | +142.1% | +615.5% | -473.4% | -8.7% |
| 10Y | +52.0% | +897.1% | -845.1% | -55.8% |
| All | -24.2% | +605.8% | -630.1% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling