-19.8%
LOW vs TRGP
+23.7%
-43.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.4% |
| 7D | -0.6% | -0.7% | +0.1% | -0.8% |
| 30D | -9.3% | +9.5% | -18.7% | -6.0% |
| 3M | -8.1% | +10.8% | -18.9% | -4.0% |
| 6M | -19.8% | +25.3% | -45.1% | -15.6% |
| All | -19.8% | +23.7% | -43.5% | -15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling