+10.5%
COMP vs TRGP
+5.4%
+5.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.7% | +13.4% | +8.8% |
| 7D | +13.4% | -16.0% | +29.4% | +0.2% |
| 30D | +11.1% | -6.4% | +17.5% | +7.0% |
| 3M | -18.8% | -1.0% | -17.9% | -17.5% |
| 6M | +10.5% | +7.0% | +3.5% | +16.9% |
| All | +10.5% | +5.4% | +5.1% | +16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling