-49.1%
COMP vs TRGP
+920.1%
-969.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +1.1% |
| 7D | +2.2% | +2.4% | -0.2% | +1.1% |
| 30D | +16.3% | +0.8% | +15.5% | +14.6% |
| 3M | -19.1% | +10.4% | -29.5% | -24.3% |
| 6M | +17.1% | +16.3% | +0.9% | +4.4% |
| YTD | -2.9% | +61.1% | -64.1% | -30.1% |
| 1Y | +8.8% | +71.6% | -62.8% | -25.0% |
| 3Y | +423.5% | +267.5% | +156.0% | +91.9% |
| 5Y | -10.5% | +488.1% | -498.6% | -73.5% |
| All | -49.1% | +920.1% | -969.2% | -87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling