+6.0%
LOW vs TRGP
+627.0%
-621.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -2.6% | -0.6% | -2.1% | -2.6% |
| 30D | -11.1% | +10.0% | -21.1% | -12.6% |
| 3M | -8.5% | +7.6% | -16.1% | -9.9% |
| 6M | -20.8% | +26.8% | -47.6% | -24.8% |
| YTD | -17.2% | +60.6% | -77.8% | -25.1% |
| 1Y | -24.7% | +82.5% | -107.2% | -33.8% |
| 3Y | -9.7% | +265.0% | -274.8% | -33.8% |
| 5Y | +6.0% | +645.9% | -639.9% | -35.8% |
| All | +6.0% | +627.0% | -621.0% | -35.8% |
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