+19.3%
RF vs TRGP
+65.2%
-46.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -0.8% |
| 7D | +0.3% | -5.8% | +6.1% | +0.2% |
| 30D | +6.2% | -1.5% | +7.7% | +6.0% |
| 3M | -7.8% | +6.1% | -13.9% | -8.0% |
| 6M | +5.9% | +14.4% | -8.4% | +5.3% |
| YTD | +9.0% | +55.3% | -46.3% | +4.7% |
| 1Y | +19.3% | +69.1% | -49.9% | +11.7% |
| All | +19.3% | +65.2% | -46.0% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling