+274.5%
IR vs TRGP
+721.3%
-446.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -3.1% | -0.6% | -2.5% | -2.9% |
| 30D | -14.0% | +10.0% | -24.0% | -16.7% |
| 3M | +3.7% | +7.6% | -3.9% | +0.6% |
| 6M | -15.4% | +26.8% | -42.2% | -22.6% |
| YTD | -7.7% | +60.6% | -68.2% | -21.8% |
| 1Y | -8.8% | +82.5% | -91.3% | -26.3% |
| 3Y | +5.6% | +265.0% | -259.4% | -32.5% |
| 5Y | +34.3% | +645.9% | -611.6% | -32.1% |
| All | +274.5% | +721.3% | -446.8% | +66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling