-42.4%
IT vs TRGP
+504.4%
-546.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +1.1% | +12.4% | -11.3% | -1.4% |
| 30D | -1.8% | +2.6% | -4.5% | -2.8% |
| 3M | +4.8% | +11.9% | -7.0% | +1.6% |
| 6M | +33.0% | +13.9% | +19.1% | +27.8% |
| YTD | -23.8% | +64.2% | -88.0% | -33.9% |
| 1Y | -16.5% | +78.5% | -95.0% | -29.2% |
| 3Y | -53.6% | +272.9% | -326.6% | -68.9% |
| All | -42.4% | +504.4% | -546.8% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling