+46.0%
F vs TRGP
+274.3%
-228.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | -3.1% | +12.4% | -15.5% | -4.8% |
| 30D | 0.0% | +2.6% | -2.6% | -0.7% |
| 3M | -13.2% | +11.9% | -25.1% | -15.3% |
| 6M | -10.2% | +13.9% | -24.1% | -13.1% |
| YTD | -4.9% | +64.2% | -69.1% | -16.8% |
| 1Y | -6.1% | +78.5% | -84.6% | -19.8% |
| 3Y | +46.0% | +272.9% | -226.9% | -12.9% |
| All | +46.0% | +274.3% | -228.3% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling