+32.6%
NET vs TRGP
+474.3%
-441.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.5% | +2.0% | -0.4% |
| 7D | -16.4% | -6.5% | -9.9% | -13.7% |
| 30D | -25.8% | -0.4% | -25.4% | -25.8% |
| 3M | -11.5% | +8.8% | -20.3% | -16.3% |
| 6M | +18.9% | +11.0% | +7.9% | +10.7% |
| YTD | +35.2% | +57.4% | -22.2% | +2.0% |
| 1Y | +14.5% | +87.9% | -73.4% | -22.8% |
| 3Y | +313.8% | +244.4% | +69.4% | +84.5% |
| 5Y | +32.6% | +467.0% | -434.4% | -57.5% |
| All | +32.6% | +474.3% | -441.7% | -57.5% |
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