+20.3%
RF vs TRGP
+76.5%
-56.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +1.9% | +12.4% | -10.4% | +1.9% |
| 30D | +7.3% | +2.6% | +4.7% | +7.1% |
| 3M | -7.9% | +11.9% | -19.8% | -8.1% |
| 6M | +10.5% | +13.9% | -3.4% | +10.1% |
| YTD | +9.6% | +64.2% | -54.5% | +4.9% |
| 1Y | +20.3% | +78.5% | -58.2% | +11.7% |
| All | +20.3% | +76.5% | -56.2% | +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