+185.2%
EXC vs TRGP
+2,231.3%
-2,046.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | +0.3% | +0.8% | -0.5% | +0.2% |
| 30D | -3.7% | +11.5% | -15.2% | -5.2% |
| 3M | -1.3% | +9.0% | -10.3% | -2.6% |
| 6M | -9.7% | +20.5% | -30.2% | -12.1% |
| YTD | +2.9% | +59.5% | -56.6% | -3.5% |
| 1Y | +4.4% | +77.9% | -73.5% | -3.7% |
| 3Y | +22.2% | +253.6% | -231.4% | +1.5% |
| 5Y | +46.7% | +615.5% | -568.8% | +10.0% |
| 10Y | +155.3% | +897.1% | -741.8% | +64.4% |
| All | +185.2% | +2,231.3% | -2,046.1% | +40.2% |
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