+37.1%
PL vs TRGP
+491.3%
-454.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -1.2% |
| 7D | +13.4% | +2.4% | +11.0% | +12.2% |
| 30D | -10.2% | +0.8% | -11.0% | -10.6% |
| 3M | -39.5% | +10.4% | -49.9% | -42.7% |
| 6M | -65.7% | +16.3% | -82.0% | -68.8% |
| YTD | -27.3% | +61.1% | -88.4% | -45.1% |
| 1Y | +15.0% | +71.6% | -56.6% | -16.2% |
| 3Y | +560.8% | +267.5% | +293.4% | +218.8% |
| All | +37.1% | +491.3% | -454.2% | -54.4% |
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 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