+67.2%
F vs TRGP
+819.3%
-752.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -3.3% |
| 7D | -3.9% | +9.0% | -12.9% | -6.3% |
| 30D | -0.5% | +1.5% | -2.0% | -1.4% |
| 3M | -12.9% | +10.7% | -23.6% | -16.1% |
| 6M | +1.5% | +17.1% | -15.6% | -4.3% |
| YTD | -5.0% | +63.6% | -68.6% | -19.7% |
| 1Y | -7.3% | +77.0% | -84.3% | -23.6% |
| 3Y | +45.3% | +273.2% | -227.9% | -6.8% |
| 5Y | -15.8% | +508.6% | -524.4% | -53.4% |
| All | +67.2% | +819.3% | -752.1% | -28.5% |
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