-12.8%
SE vs TRGP
+17.9%
-30.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.7% | -7.4% | -2.0% |
| 7D | -7.7% | +2.4% | -10.1% | -7.0% |
| 30D | -22.8% | +0.8% | -23.7% | -22.2% |
| 3M | -43.7% | +10.4% | -54.1% | -39.4% |
| 6M | -12.8% | +16.3% | -29.1% | -5.6% |
| All | -12.8% | +17.9% | -30.7% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling