+678.6%
AU vs TRGP
+628.1%
+50.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -4.3% | +0.1% | -4.3% | -4.3% |
| 30D | +7.3% | +8.0% | -0.7% | +5.5% |
| 3M | +26.3% | +8.3% | +18.1% | +23.5% |
| 6M | +1.8% | +23.9% | -22.1% | -4.7% |
| YTD | +26.8% | +59.6% | -32.8% | +10.8% |
| 1Y | +66.7% | +79.4% | -12.7% | +40.5% |
| 3Y | +579.1% | +269.4% | +309.6% | +339.5% |
| All | +678.6% | +628.1% | +50.6% | +388.4% |
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 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