-9.1%
LOW vs TRGP
+261.7%
-270.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -0.6% | -0.7% | +0.1% | -0.6% |
| 30D | -9.3% | +9.5% | -18.7% | -10.0% |
| 3M | -8.1% | +10.8% | -18.9% | -9.2% |
| 6M | -19.8% | +25.3% | -45.1% | -22.5% |
| YTD | -16.4% | +60.3% | -76.6% | -22.5% |
| 1Y | -24.7% | +84.6% | -109.2% | -31.9% |
| All | -9.1% | +261.7% | -270.8% | -31.2% |
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