-29.9%
COMP vs TRGP
+621.9%
-651.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | +1.4% | +0.8% | +0.6% | +0.9% |
| 30D | -13.3% | +11.5% | -24.8% | -18.8% |
| 3M | +41.1% | +9.0% | +32.1% | +31.6% |
| 6M | +17.2% | +20.5% | -3.3% | +0.9% |
| YTD | +5.2% | +59.5% | -54.3% | -25.0% |
| 1Y | +18.9% | +77.9% | -59.0% | -22.4% |
| 3Y | +215.9% | +253.6% | -37.7% | +4.6% |
| All | -29.9% | +621.9% | -651.8% | -84.7% |
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