+6.5%
D vs TRGP
+631.5%
-624.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | +0.8% | -0.6% | +1.4% | +0.9% |
| 30D | -0.7% | +14.6% | -15.3% | -2.9% |
| 3M | +2.1% | +11.9% | -9.9% | +0.1% |
| 6M | +6.8% | +25.3% | -18.4% | +2.9% |
| YTD | +16.5% | +61.9% | -45.3% | +7.7% |
| 1Y | +19.2% | +87.3% | -68.1% | +7.4% |
| 3Y | +61.9% | +268.0% | -206.1% | +27.2% |
| 5Y | +6.5% | +638.2% | -631.7% | -20.4% |
| All | +6.5% | +631.5% | -624.9% | -20.4% |
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