+10.0%
B vs TRGP
+2,231.3%
-2,221.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | +9.4% | +11.5% | -2.1% | +8.0% |
| 3M | +5.0% | +9.0% | -4.0% | +3.7% |
| 6M | -3.5% | +20.5% | -24.0% | -6.0% |
| YTD | +4.5% | +59.5% | -55.1% | -1.6% |
| 1Y | +67.8% | +77.9% | -10.1% | +55.8% |
| 3Y | +196.7% | +253.6% | -56.9% | +153.1% |
| 5Y | +151.9% | +615.5% | -463.5% | +98.0% |
| 10Y | +202.2% | +897.1% | -694.9% | +108.3% |
| All | +10.0% | +2,231.3% | -2,221.3% | -35.7% |
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