+227.5%
LOW vs TRGP
+863.3%
-635.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | -8.9% | +8.0% | -16.9% | -10.4% |
| 3M | -10.4% | +8.3% | -18.7% | -12.3% |
| 6M | -19.4% | +23.9% | -43.3% | -23.6% |
| YTD | -17.1% | +59.6% | -76.8% | -25.7% |
| 1Y | -26.3% | +79.4% | -105.7% | -35.7% |
| 3Y | -9.9% | +269.4% | -279.3% | -34.1% |
| 5Y | +6.1% | +641.6% | -635.5% | -34.6% |
| All | +227.5% | +863.3% | -635.7% | +59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling