+15.7%
RF vs TRGP
+83.8%
-68.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.2% |
| 7D | +2.7% | -0.6% | +3.3% | +2.7% |
| 30D | -3.4% | +14.6% | -17.9% | -4.3% |
| 3M | +6.4% | +11.9% | -5.6% | +5.3% |
| 6M | +13.4% | +25.3% | -11.9% | +10.0% |
| YTD | +14.2% | +61.9% | -47.6% | +4.7% |
| 1Y | +15.7% | +87.3% | -71.6% | +0.5% |
| All | +15.7% | +83.8% | -68.1% | +0.5% |
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