+3.9%
B vs TRGP
+2,108.2%
-2,104.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.8% | +3.9% |
| 7D | +11.3% | -7.2% | +18.5% | +12.1% |
| 30D | +2.9% | -4.2% | +7.1% | +3.2% |
| 3M | -2.9% | +7.0% | -9.8% | -3.9% |
| 6M | -1.2% | +11.2% | -12.4% | -3.0% |
| YTD | -1.3% | +51.1% | -52.4% | -6.7% |
| 1Y | +30.4% | +62.0% | -31.6% | +22.3% |
| 3Y | +195.3% | +248.2% | -52.9% | +151.8% |
| 5Y | +146.2% | +432.4% | -286.2% | +99.2% |
| 10Y | +200.5% | +739.5% | -539.1% | +112.1% |
| All | +3.9% | +2,108.2% | -2,104.3% | -39.0% |
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