+90.1%
RF vs TRGP
+621.9%
-531.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | +1.3% | +0.8% | +0.5% | +1.0% |
| 30D | -3.6% | +11.5% | -15.1% | -8.2% |
| 3M | +8.1% | +9.0% | -0.9% | +3.4% |
| 6M | +11.5% | +20.5% | -9.0% | +1.3% |
| YTD | +15.6% | +59.5% | -44.0% | -7.9% |
| 1Y | +15.7% | +77.9% | -62.2% | -13.0% |
| 3Y | +86.9% | +253.6% | -166.7% | -2.2% |
| All | +90.1% | +621.9% | -531.8% | -39.8% |
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