+112.5%
NET vs TRGP
+621.9%
-509.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | -7.0% | +0.8% | -7.8% | -7.3% |
| 30D | -4.8% | +11.5% | -16.3% | -10.6% |
| 3M | +3.8% | +9.0% | -5.2% | -1.8% |
| 6M | +50.0% | +20.5% | +29.5% | +33.6% |
| YTD | +41.5% | +59.5% | -18.1% | +6.9% |
| 1Y | +32.8% | +77.9% | -45.1% | -7.0% |
| 3Y | +335.9% | +253.6% | +82.3% | +94.7% |
| All | +112.5% | +621.9% | -509.4% | -30.3% |
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 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