+285.3%
O vs TRGP
+2,254.6%
-1,969.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.7% | -0.6% |
| 7D | +0.6% | +2.4% | -1.8% | +0.1% |
| 30D | +9.4% | +0.8% | +8.6% | +9.0% |
| 3M | -2.4% | +10.4% | -12.7% | -4.3% |
| 6M | -1.9% | +16.3% | -18.1% | -4.9% |
| YTD | +10.5% | +61.1% | -50.7% | +1.1% |
| 1Y | +10.0% | +71.6% | -61.6% | -0.5% |
| 3Y | +40.5% | +267.5% | -227.0% | +9.5% |
| 5Y | +10.2% | +488.1% | -477.9% | -22.0% |
| 10Y | +82.5% | +803.8% | -721.3% | -3.5% |
| All | +285.3% | +2,254.6% | -1,969.3% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling