+213.8%
D vs TRGP
+2,170.2%
-1,956.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | 0.0% |
| 7D | +2.4% | -5.8% | +8.2% | +2.8% |
| 30D | +10.9% | -1.5% | +12.4% | +10.9% |
| 3M | +2.8% | +6.1% | -3.3% | +2.2% |
| 6M | +12.7% | +14.4% | -1.7% | +11.3% |
| YTD | +20.3% | +55.3% | -35.0% | +16.1% |
| 1Y | +17.1% | +69.1% | -52.0% | +12.3% |
| 3Y | +75.1% | +254.3% | -179.1% | +58.5% |
| 5Y | +13.1% | +471.4% | -458.3% | -1.2% |
| 10Y | +48.3% | +773.0% | -724.7% | +23.3% |
| All | +213.8% | +2,170.2% | -1,956.4% | +104.9% |
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 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