+153.8%
B vs TRGP
+631.5%
-477.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -2.9% | -1.7% |
| 7D | +2.3% | -0.6% | +2.9% | +2.4% |
| 30D | +1.4% | +14.6% | -13.2% | -0.9% |
| 3M | +12.2% | +11.9% | +0.2% | +9.7% |
| 6M | -2.1% | +25.3% | -27.4% | -6.8% |
| YTD | +2.9% | +61.9% | -58.9% | -7.1% |
| 1Y | +55.3% | +87.3% | -32.0% | +35.6% |
| 3Y | +198.7% | +268.0% | -69.3% | +118.0% |
| 5Y | +153.8% | +638.2% | -484.5% | +77.2% |
| All | +153.8% | +631.5% | -477.7% | +77.2% |
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