+14.2%
D vs TRGP
+84.8%
-70.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -1.6% | -0.6% | -1.1% | -1.6% |
| 30D | -3.5% | +10.0% | -13.5% | -4.4% |
| 3M | -1.6% | +7.6% | -9.2% | -2.2% |
| 6M | +5.8% | +26.8% | -21.0% | +3.5% |
| YTD | +14.5% | +60.6% | -46.1% | +9.9% |
| 1Y | +14.2% | +82.5% | -68.3% | +8.8% |
| All | +14.2% | +84.8% | -70.6% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling