-48.8%
SE vs TRGP
+89.5%
-138.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.5% | +9.0% | +2.2% |
| 7D | +6.7% | -6.5% | +13.1% | +3.5% |
| 30D | -17.2% | -0.4% | -16.8% | -16.9% |
| 3M | -28.0% | +8.8% | -36.9% | -23.7% |
| 6M | -6.1% | +11.0% | -17.1% | +0.8% |
| YTD | -37.1% | +57.4% | -94.5% | -22.5% |
| 1Y | -48.8% | +87.9% | -136.6% | -30.0% |
| All | -48.8% | +89.5% | -138.3% | -30.0% |
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