-15.8%
F vs TRGP
+415.2%
-431.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | +0.2% |
| 7D | +1.6% | -16.0% | +17.6% | +7.7% |
| 30D | +2.6% | -6.4% | +9.1% | +4.4% |
| 3M | -8.8% | -1.0% | -7.9% | -9.7% |
| 6M | +4.6% | +7.0% | -2.3% | -0.3% |
| YTD | -1.9% | +46.1% | -48.0% | -19.3% |
| 1Y | -0.8% | +58.7% | -59.4% | -21.5% |
| 3Y | +43.5% | +221.9% | -178.4% | -27.8% |
| All | -15.8% | +415.2% | -431.0% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling