+9,562.0%
FIX vs TRGP
+2,035.2%
+7,526.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.7% | +8.1% | +6.1% |
| 7D | -17.5% | -16.0% | -1.5% | -13.5% |
| 30D | -41.6% | -6.4% | -35.1% | -40.5% |
| 3M | -40.6% | -1.0% | -39.6% | -40.6% |
| 6M | -49.4% | +7.0% | -56.3% | -50.5% |
| YTD | +9.2% | +46.1% | -36.9% | -1.7% |
| 1Y | +6.5% | +58.7% | -52.2% | -6.3% |
| 3Y | +448.7% | +221.9% | +226.8% | +310.3% |
| 5Y | +948.7% | +419.9% | +528.8% | +592.4% |
| 10Y | +3,659.7% | +769.8% | +2,889.9% | +1,825.9% |
| All | +9,562.0% | +2,035.2% | +7,526.8% | +2,466.5% |
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