+44.6%
AU vs TRGP
+89.5%
-44.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -4.5% | +12.5% | +6.7% |
| 7D | +0.8% | -6.5% | +7.2% | -0.9% |
| 30D | -7.0% | -0.4% | -6.5% | -7.1% |
| 3M | +8.5% | +8.8% | -0.3% | +11.2% |
| 6M | -1.3% | +11.0% | -12.3% | +1.0% |
| YTD | +6.8% | +57.4% | -50.6% | +0.3% |
| 1Y | +44.6% | +87.9% | -43.2% | +28.8% |
| All | +44.6% | +89.5% | -44.9% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling