+202.2%
D vs TRGP
+2,231.3%
-2,029.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | +0.4% | +0.8% | -0.3% | +0.4% |
| 30D | -3.6% | +11.5% | -15.1% | -4.4% |
| 3M | -1.0% | +9.0% | -10.0% | -1.7% |
| 6M | +6.3% | +20.5% | -14.2% | +4.7% |
| YTD | +14.7% | +59.5% | -44.8% | +10.6% |
| 1Y | +16.9% | +77.9% | -61.0% | +11.8% |
| 3Y | +56.8% | +253.6% | -196.8% | +42.0% |
| 5Y | +5.2% | +615.5% | -610.3% | -9.4% |
| 10Y | +35.9% | +897.1% | -861.2% | +11.8% |
| All | +202.2% | +2,231.3% | -2,029.1% | +97.2% |
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