-8.8%
IR vs TRGP
+84.8%
-93.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -3.1% | -0.6% | -2.5% | -3.1% |
| 30D | -14.0% | +10.0% | -24.0% | -13.8% |
| 3M | +3.7% | +7.6% | -3.9% | +4.0% |
| 6M | -15.4% | +26.8% | -42.2% | -17.6% |
| YTD | -7.7% | +60.6% | -68.2% | -14.6% |
| 1Y | -8.8% | +82.5% | -91.3% | -17.3% |
| All | -8.8% | +84.8% | -93.6% | -17.3% |
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 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