+307.8%
C vs TRGP
+2,231.3%
-1,923.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +3.6% | +0.8% | +2.9% | +3.3% |
| 30D | +0.1% | +11.5% | -11.5% | -3.9% |
| 3M | +2.4% | +9.0% | -6.6% | -1.3% |
| 6M | +24.9% | +20.5% | +4.4% | +15.9% |
| YTD | +19.8% | +59.5% | -39.7% | +0.8% |
| 1Y | +44.9% | +77.9% | -33.0% | +16.9% |
| 3Y | +263.0% | +253.6% | +9.4% | +130.2% |
| 5Y | +129.5% | +615.5% | -485.9% | +13.1% |
| 10Y | +291.6% | +897.1% | -605.5% | +40.9% |
| All | +307.8% | +2,231.3% | -1,923.5% | -38.9% |
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