+15,191.5%
FIX vs TRGP
+2,231.3%
+12,960.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +6.0% | +0.8% | +5.3% | +5.8% |
| 30D | -7.2% | +11.5% | -18.8% | -10.0% |
| 3M | -15.9% | +9.0% | -24.8% | -18.1% |
| 6M | +12.7% | +20.5% | -7.8% | +6.6% |
| YTD | +72.8% | +59.5% | +13.3% | +52.1% |
| 1Y | +122.9% | +77.9% | +45.0% | +89.9% |
| 3Y | +774.3% | +253.6% | +520.7% | +537.1% |
| 5Y | +2,049.5% | +615.5% | +1,434.0% | +1,217.5% |
| 10Y | +5,821.5% | +897.1% | +4,924.3% | +2,830.0% |
| All | +15,191.5% | +2,231.3% | +12,960.2% | +3,870.3% |
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