+86.4%
F vs TRGP
+843.4%
-757.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.7% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | +1.2% | +14.6% | -13.3% | -2.9% |
| 3M | -5.7% | +11.9% | -17.6% | -9.3% |
| 6M | +17.9% | +25.3% | -7.3% | +9.1% |
| YTD | +10.4% | +61.9% | -51.5% | -5.7% |
| 1Y | +25.3% | +87.3% | -61.9% | +1.8% |
| 3Y | +37.5% | +268.0% | -230.5% | -10.9% |
| 5Y | +46.5% | +638.2% | -591.7% | -22.1% |
| 10Y | +86.4% | +821.9% | -735.5% | -20.7% |
| All | +86.4% | +843.4% | -757.0% | -20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling