+30.2%
EXC vs TRGP
+247.0%
-216.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.4% | -0.1% |
| 7D | -1.7% | -7.2% | +5.4% | -1.4% |
| 30D | +9.3% | -4.2% | +13.5% | +9.4% |
| 3M | +1.0% | +7.0% | -5.9% | +0.5% |
| 6M | +5.9% | +11.2% | -5.3% | +5.2% |
| YTD | +7.6% | +51.1% | -43.5% | +5.0% |
| 1Y | +2.4% | +62.0% | -59.6% | -0.5% |
| 3Y | +30.2% | +248.2% | -217.9% | +13.2% |
| All | +30.2% | +247.0% | -216.8% | +13.2% |
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 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