+30.0%
IR vs TRGP
+247.0%
-217.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.4% | +1.3% | +3.8% |
| 7D | +5.0% | -7.2% | +12.2% | +6.9% |
| 30D | +10.3% | -4.2% | +14.5% | +11.2% |
| 3M | -0.1% | +7.0% | -7.0% | -2.6% |
| 6M | +14.8% | +11.2% | +3.5% | +9.4% |
| YTD | +9.7% | +51.1% | -41.4% | -7.3% |
| 1Y | +12.2% | +62.0% | -49.8% | -7.8% |
| 3Y | +30.0% | +248.2% | -218.2% | -16.8% |
| All | +30.0% | +247.0% | -217.0% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling