+21.8%
DOW vs TRGP
+82.5%
-60.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -3.9% | +8.0% | -12.0% | -7.5% |
| 3M | -12.7% | +8.3% | -20.9% | -15.9% |
| 6M | -13.7% | +23.9% | -37.6% | -20.8% |
| YTD | +28.4% | +59.6% | -31.3% | +7.7% |
| 1Y | +21.8% | +79.4% | -57.7% | -2.3% |
| All | +21.8% | +82.5% | -60.7% | -2.3% |
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