+42.2%
LLY vs TRGP
+76.5%
-34.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.2% |
| 7D | +6.7% | +12.4% | -5.6% | +6.3% |
| 30D | +19.6% | +2.6% | +16.9% | +19.4% |
| 3M | +19.7% | +11.9% | +7.9% | +19.2% |
| 6M | +42.7% | +13.9% | +28.8% | +41.8% |
| YTD | +35.1% | +64.2% | -29.1% | +42.5% |
| 1Y | +42.2% | +78.5% | -36.3% | +52.5% |
| All | +42.2% | +76.5% | -34.3% | +52.5% |
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 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