-21.1%
LOW vs TRGP
+80.7%
-101.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.1% |
| 7D | -1.7% | +0.8% | -2.5% | -1.6% |
| 30D | -7.0% | +11.5% | -18.6% | -5.7% |
| 3M | -0.9% | +9.0% | -9.9% | +0.4% |
| 6M | -20.1% | +20.5% | -40.6% | -19.5% |
| YTD | -13.9% | +59.5% | -73.4% | -15.3% |
| 1Y | -21.1% | +77.9% | -99.0% | -22.0% |
| All | -21.1% | +80.7% | -101.8% | -22.0% |
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