+292.3%
O vs TRGP
+2,231.3%
-1,939.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -0.7% | +0.8% | -1.5% | -0.9% |
| 30D | -1.9% | +11.5% | -13.4% | -3.8% |
| 3M | +3.8% | +9.0% | -5.1% | +2.1% |
| 6M | -4.7% | +20.5% | -25.2% | -8.1% |
| YTD | +12.5% | +59.5% | -47.1% | +3.4% |
| 1Y | +10.8% | +77.9% | -67.1% | -0.2% |
| 3Y | +28.8% | +253.6% | -224.8% | +1.2% |
| 5Y | +13.2% | +615.5% | -602.3% | -22.4% |
| 10Y | +53.5% | +897.1% | -843.7% | -19.2% |
| All | +292.3% | +2,231.3% | -1,939.0% | +34.4% |
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