+207.2%
COMP vs TRGP
+252.7%
-45.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +1.4% | +0.8% | +0.6% | +1.3% |
| 30D | -13.3% | +11.5% | -24.8% | -14.7% |
| 3M | +41.1% | +9.0% | +32.1% | +38.5% |
| 6M | +17.2% | +20.5% | -3.3% | +10.9% |
| YTD | +5.2% | +59.5% | -54.3% | -9.6% |
| 1Y | +18.9% | +77.9% | -59.0% | -2.5% |
| All | +207.2% | +252.7% | -45.5% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling