+105.9%
C vs TRGP
+415.2%
-309.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.4% |
| 7D | -2.4% | -16.0% | +13.6% | +3.5% |
| 30D | -6.0% | -6.4% | +0.5% | -4.2% |
| 3M | -10.5% | -1.0% | -9.6% | -11.2% |
| 6M | -5.7% | +7.0% | -12.7% | -9.9% |
| YTD | +4.1% | +46.1% | -42.0% | -13.2% |
| 1Y | +20.5% | +58.7% | -38.2% | -3.3% |
| 3Y | +208.1% | +221.9% | -13.8% | +81.7% |
| All | +105.9% | +415.2% | -309.2% | -3.1% |
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