-10.2%
COMP vs TRGP
+491.3%
-501.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +1.0% |
| 7D | +2.2% | +2.4% | -0.2% | +1.0% |
| 30D | +16.3% | +0.8% | +15.5% | +14.4% |
| 3M | -19.1% | +10.4% | -29.5% | -24.8% |
| 6M | +17.1% | +16.3% | +0.9% | +3.2% |
| YTD | -2.9% | +61.1% | -64.1% | -32.6% |
| 1Y | +8.8% | +71.6% | -62.8% | -28.1% |
| 3Y | +423.5% | +267.5% | +156.0% | +59.9% |
| All | -10.2% | +491.3% | -501.4% | -80.5% |
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