+82.3%
PL vs TRGP
+621.9%
-539.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.7% |
| 7D | -9.3% | +0.8% | -10.1% | -9.7% |
| 30D | -18.9% | +11.5% | -30.4% | -23.5% |
| 3M | -58.4% | +9.0% | -67.4% | -60.5% |
| 6M | -30.3% | +20.5% | -50.8% | -37.7% |
| YTD | -8.1% | +59.5% | -67.6% | -29.4% |
| 1Y | +180.5% | +77.9% | +102.6% | +101.4% |
| 3Y | +444.1% | +253.6% | +190.6% | +176.4% |
| All | +82.3% | +621.9% | -539.6% | -29.3% |
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