+10.1%
IR vs TRGP
+73.9%
-63.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -0.8% |
| 7D | +1.1% | +2.4% | -1.3% | +1.1% |
| 30D | +7.6% | +0.8% | +6.7% | +7.4% |
| 3M | +0.1% | +10.4% | -10.3% | +0.8% |
| 6M | +14.0% | +16.3% | -2.3% | +14.2% |
| YTD | +7.5% | +61.1% | -53.6% | -1.0% |
| 1Y | +10.1% | +71.6% | -61.5% | +1.0% |
| All | +10.1% | +73.9% | -63.8% | +1.0% |
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