+469.1%
P vs TRGP
+638.8%
-169.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.2% | +4.3% |
| 7D | -23.8% | -16.0% | -7.8% | -19.9% |
| 30D | -36.6% | -6.4% | -30.2% | -35.3% |
| 3M | +10.9% | -1.0% | +11.8% | +11.4% |
| 6M | +30.0% | +7.0% | +23.0% | +27.5% |
| YTD | +44.4% | +46.1% | -1.7% | +29.9% |
| 1Y | +3.9% | +58.7% | -54.8% | -9.0% |
| 3Y | +176.6% | +221.9% | -45.3% | +101.0% |
| 5Y | +249.3% | +419.9% | -170.6% | +121.7% |
| 10Y | +726.9% | +769.8% | -42.9% | +277.9% |
| All | +469.1% | +638.8% | -169.7% | +121.2% |
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