+178.8%
AU vs TRGP
+2,242.0%
-2,063.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +0.6% | -0.7% | +1.4% | +0.7% |
| 30D | +12.3% | +9.5% | +2.8% | +10.9% |
| 3M | +29.4% | +10.8% | +18.5% | +27.1% |
| 6M | +3.2% | +25.3% | -22.1% | -0.6% |
| YTD | +31.8% | +60.3% | -28.5% | +22.8% |
| 1Y | +83.4% | +84.6% | -1.1% | +67.4% |
| 3Y | +623.1% | +264.4% | +358.7% | +498.2% |
| 5Y | +700.5% | +636.6% | +63.9% | +505.6% |
| 10Y | +717.6% | +848.9% | -131.4% | +429.8% |
| All | +178.8% | +2,242.0% | -2,063.2% | +47.0% |
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 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