+966.7%
LOW vs TRGP
+2,265.4%
-1,298.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -2.0% |
| 7D | +0.4% | -0.6% | +1.0% | +0.5% |
| 30D | -10.1% | +14.6% | -24.7% | -12.4% |
| 3M | -2.9% | +11.9% | -14.8% | -5.3% |
| 6M | -19.4% | +25.3% | -44.7% | -23.2% |
| YTD | -15.4% | +61.9% | -77.3% | -23.2% |
| 1Y | -24.9% | +87.3% | -112.2% | -33.9% |
| 3Y | -7.8% | +268.0% | -275.8% | -29.4% |
| 5Y | +8.4% | +638.2% | -629.8% | -28.1% |
| 10Y | +226.8% | +821.9% | -595.1% | +75.9% |
| All | +966.7% | +2,265.4% | -1,298.6% | +305.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling