+3,178.1%
SOXX vs TRGP
+2,246.2%
+931.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +3.0% | -0.6% | +3.6% | +3.1% |
| 30D | -3.1% | +10.0% | -13.1% | -5.4% |
| 3M | -4.4% | +7.6% | -12.0% | -6.4% |
| 6M | +52.9% | +26.8% | +26.1% | +43.6% |
| YTD | +72.0% | +60.6% | +11.5% | +52.8% |
| 1Y | +105.1% | +82.5% | +22.6% | +76.3% |
| 3Y | +220.6% | +265.0% | -44.4% | +135.8% |
| 5Y | +244.8% | +645.9% | -401.1% | +116.9% |
| 10Y | +1,537.1% | +850.7% | +686.5% | +746.5% |
| All | +3,178.1% | +2,246.2% | +931.9% | +918.9% |
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