+81.0%
F vs TRGP
+772.2%
-691.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | -0.3% |
| 7D | -0.6% | -7.2% | +6.5% | +1.4% |
| 30D | +2.9% | -4.2% | +7.1% | +3.7% |
| 3M | -9.5% | +7.0% | -16.4% | -11.9% |
| 6M | +4.0% | +11.2% | -7.2% | -0.5% |
| YTD | -1.3% | +51.1% | -52.4% | -14.5% |
| 1Y | -1.9% | +62.0% | -64.0% | -17.0% |
| 3Y | +53.5% | +248.2% | -194.7% | +0.5% |
| 5Y | -15.1% | +432.4% | -447.5% | -51.2% |
| 10Y | +81.0% | +739.5% | -658.5% | -20.1% |
| All | +81.0% | +772.2% | -691.2% | -20.1% |
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