+247.9%
SOXX vs TRGP
+628.1%
-380.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -3.6% | +8.0% | -11.6% | -6.6% |
| 3M | -10.2% | +8.3% | -18.4% | -13.5% |
| 6M | +54.2% | +23.9% | +30.3% | +39.4% |
| YTD | +75.2% | +59.6% | +15.6% | +41.9% |
| 1Y | +107.5% | +79.4% | +28.1% | +58.6% |
| 3Y | +226.8% | +269.4% | -42.7% | +84.2% |
| All | +247.9% | +628.1% | -380.2% | +49.7% |
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