-21.3%
IT vs TRGP
+80.7%
-101.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.7% |
| 7D | -6.0% | +0.8% | -6.8% | -6.0% |
| 30D | 0.0% | +11.5% | -11.5% | +0.8% |
| 3M | +13.1% | +9.0% | +4.1% | +13.6% |
| 6M | +11.7% | +20.5% | -8.8% | +12.5% |
| YTD | -26.1% | +59.5% | -85.6% | -24.9% |
| 1Y | -21.3% | +77.9% | -99.2% | -20.9% |
| All | -21.3% | +80.7% | -101.9% | -20.9% |
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 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