+64.7%
D vs TRGP
+263.5%
-198.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | +1.5% | +0.8% | +0.7% | +1.4% |
| 30D | -2.6% | +11.5% | -14.1% | -4.0% |
| 3M | 0.0% | +9.0% | -9.0% | -1.2% |
| 6M | +7.4% | +20.5% | -13.1% | +4.7% |
| YTD | +15.9% | +59.5% | -43.7% | +9.0% |
| 1Y | +18.1% | +77.9% | -59.8% | +9.4% |
| All | +64.7% | +263.5% | -198.8% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling