+46.2%
EXC vs TRGP
+631.5%
-585.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | -2.7% | +14.6% | -17.3% | -4.7% |
| 3M | -1.0% | +11.9% | -12.9% | -2.7% |
| 6M | -9.3% | +25.3% | -34.5% | -12.5% |
| YTD | +3.6% | +61.9% | -58.2% | -4.0% |
| 1Y | +5.9% | +87.3% | -81.4% | -4.3% |
| 3Y | +21.3% | +268.0% | -246.7% | -7.9% |
| 5Y | +46.2% | +638.2% | -592.1% | -1.9% |
| All | +46.2% | +631.5% | -585.3% | -1.9% |
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 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