-51.6%
IT vs TRGP
+261.7%
-313.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -9.1% | -0.7% | -8.4% | -9.0% |
| 30D | -12.2% | +9.5% | -21.6% | -13.4% |
| 3M | +7.8% | +10.8% | -3.0% | +5.7% |
| 6M | +2.0% | +25.3% | -23.4% | -2.6% |
| YTD | -32.7% | +60.3% | -93.0% | -39.0% |
| 1Y | -31.1% | +84.6% | -115.7% | -39.7% |
| All | -51.6% | +261.7% | -313.3% | -59.8% |
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