+9.7%
O vs TRGP
+491.3%
-481.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.7% | -0.4% |
| 7D | +0.6% | +2.4% | -1.8% | +0.2% |
| 30D | +9.4% | +0.8% | +8.6% | +9.1% |
| 3M | -2.4% | +10.4% | -12.7% | -4.1% |
| 6M | -1.9% | +16.3% | -18.1% | -4.5% |
| YTD | +10.5% | +61.1% | -50.7% | +1.9% |
| 1Y | +10.0% | +71.6% | -61.6% | +0.4% |
| 3Y | +40.5% | +267.5% | -227.0% | +7.5% |
| All | +9.7% | +491.3% | -481.5% | -27.6% |
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 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