+51.1%
F vs TRGP
+2,035.2%
-1,984.1%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | 0.0% |
| 7D | +1.6% | -16.0% | +17.6% | +6.1% |
| 30D | +2.6% | -6.4% | +9.1% | +4.1% |
| 3M | -8.8% | -1.0% | -7.9% | -9.2% |
| 6M | +4.6% | +7.0% | -2.3% | +1.6% |
| YTD | -1.9% | +46.1% | -48.0% | -13.1% |
| 1Y | -0.8% | +58.7% | -59.4% | -14.2% |
| 3Y | +43.5% | +221.9% | -178.4% | +0.3% |
| 5Y | -12.1% | +419.9% | -431.9% | -46.1% |
| 10Y | +83.6% | +769.8% | -686.2% | -16.2% |
| All | +51.1% | +2,035.2% | -1,984.1% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling