+30.7%
O vs TRGP
+265.3%
-234.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.5% |
| 7D | -0.6% | -0.6% | 0.0% | -0.5% |
| 30D | -2.0% | +14.6% | -16.5% | -3.1% |
| 3M | +3.0% | +11.9% | -8.9% | +1.9% |
| 6M | -3.6% | +25.3% | -28.9% | -5.8% |
| YTD | +12.1% | +61.9% | -49.8% | +6.8% |
| 1Y | +8.9% | +87.3% | -78.4% | +2.3% |
| All | +30.7% | +265.3% | -234.7% | +6.7% |
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