+537.1%
PL vs TRGP
+254.1%
+282.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.8% |
| 7D | +5.6% | -5.8% | +11.4% | +8.3% |
| 30D | -16.9% | -1.5% | -15.5% | -16.5% |
| 3M | -38.2% | +6.1% | -44.3% | -40.1% |
| 6M | -63.4% | +14.4% | -77.8% | -66.3% |
| YTD | -27.6% | +55.3% | -83.0% | -44.4% |
| 1Y | +6.6% | +69.1% | -62.5% | -22.3% |
| All | +537.1% | +254.1% | +282.9% | +213.7% |
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