+94.5%
MO vs TRGP
+262.4%
-167.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | -1.0% | -0.6% | -0.5% | -1.0% |
| 30D | +5.8% | +10.0% | -4.2% | +5.0% |
| 3M | -4.5% | +7.6% | -12.1% | -5.1% |
| 6M | +5.7% | +26.8% | -21.1% | +4.0% |
| YTD | +23.1% | +60.6% | -37.4% | +19.6% |
| 1Y | +10.9% | +82.5% | -71.6% | +7.1% |
| All | +94.5% | +262.4% | -167.9% | +68.0% |
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