-66.3%
SE vs TRGP
+639.4%
-705.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.7% |
| 7D | -3.6% | -0.7% | -2.9% | -3.3% |
| 30D | -5.3% | +9.5% | -14.8% | -9.2% |
| 3M | +28.1% | +10.8% | +17.3% | +20.5% |
| 6M | +20.7% | +25.3% | -4.7% | +5.9% |
| YTD | -14.8% | +60.3% | -75.0% | -34.6% |
| 1Y | -43.6% | +84.6% | -128.1% | -60.5% |
| 3Y | +184.2% | +264.4% | -80.1% | +30.6% |
| 5Y | -66.3% | +636.6% | -702.9% | -88.6% |
| All | -66.3% | +639.4% | -705.7% | -88.6% |
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