+11.7%
IR vs TRGP
+76.5%
-64.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +2.5% | +12.4% | -9.9% | +3.0% |
| 30D | +9.2% | +2.6% | +6.5% | +9.1% |
| 3M | +0.9% | +11.9% | -10.9% | +1.7% |
| 6M | +19.2% | +13.9% | +5.3% | +20.0% |
| YTD | +7.5% | +64.2% | -56.7% | -0.8% |
| 1Y | +11.7% | +78.5% | -66.8% | +1.4% |
| All | +11.7% | +76.5% | -64.8% | +1.4% |
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