-49.3%
COMP vs TRGP
+825.1%
-874.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.7% | +13.4% | +11.9% |
| 7D | +13.4% | -16.0% | +29.4% | +21.8% |
| 30D | +11.1% | -6.4% | +17.5% | +13.0% |
| 3M | -18.8% | -1.0% | -17.9% | -20.4% |
| 6M | +10.5% | +7.0% | +3.5% | +1.9% |
| YTD | -3.4% | +46.1% | -49.5% | -27.4% |
| 1Y | +19.7% | +58.7% | -39.0% | -14.9% |
| 3Y | +381.6% | +221.9% | +159.7% | +89.3% |
| 5Y | -17.6% | +419.9% | -437.5% | -74.4% |
| All | -49.3% | +825.1% | -874.4% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling