+658.0%
RF vs TRGP
+2,108.2%
-1,450.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.2% | +1.0% |
| 7D | -0.1% | -7.2% | +7.0% | +2.3% |
| 30D | +7.0% | -4.2% | +11.2% | +8.2% |
| 3M | -7.0% | +7.0% | -14.0% | -9.9% |
| 6M | +6.8% | +11.2% | -4.5% | +1.5% |
| YTD | +9.9% | +51.1% | -41.2% | -6.8% |
| 1Y | +21.1% | +62.0% | -40.9% | 0.0% |
| 3Y | +119.6% | +248.2% | -128.6% | +36.2% |
| 5Y | +46.2% | +432.4% | -386.2% | -22.9% |
| 10Y | +261.5% | +739.5% | -478.0% | +32.3% |
| All | +658.0% | +2,108.2% | -1,450.1% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling