+50.9%
O vs TRGP
+868.8%
-817.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -3.5% | -0.6% | -3.0% | -3.4% |
| 30D | -3.3% | +10.0% | -13.3% | -5.4% |
| 3M | -2.8% | +7.6% | -10.5% | -4.7% |
| 6M | -5.8% | +26.8% | -32.6% | -11.0% |
| YTD | +9.4% | +60.6% | -51.2% | -2.0% |
| 1Y | +5.7% | +82.5% | -76.8% | -8.2% |
| 3Y | +27.2% | +265.0% | -237.8% | -7.8% |
| 5Y | +17.2% | +645.9% | -628.7% | -29.6% |
| All | +50.9% | +868.8% | -817.9% | -37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling