+8.5%
IR vs TRGP
+265.9%
-257.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.0% |
| 7D | +0.6% | -0.6% | +1.2% | +0.8% |
| 30D | -13.6% | +14.6% | -28.2% | -17.1% |
| 3M | +3.7% | +11.9% | -8.3% | -0.4% |
| 6M | -13.1% | +25.3% | -38.3% | -20.3% |
| YTD | -5.1% | +61.9% | -67.0% | -21.3% |
| 1Y | -6.5% | +87.3% | -93.7% | -27.1% |
| 3Y | +8.5% | +268.0% | -259.5% | -35.9% |
| All | +8.5% | +265.9% | -257.3% | -35.9% |
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