+14.5%
FIX vs TRGP
+60.7%
-46.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.4% | +6.0% | +8.6% |
| 7D | -7.2% | -7.2% | -0.1% | -5.7% |
| 30D | -35.1% | -4.2% | -30.9% | -34.0% |
| 3M | -34.3% | +7.0% | -41.2% | -33.6% |
| 6M | -42.9% | +11.2% | -54.2% | -43.0% |
| YTD | +19.5% | +51.1% | -31.7% | +13.2% |
| All | +14.5% | +60.7% | -46.2% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling