+66.1%
T vs TRGP
+267.3%
-201.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.3% | +1.1% |
| 7D | +2.0% | +2.4% | -0.4% | +1.7% |
| 30D | -1.0% | +0.8% | -1.9% | -1.3% |
| 3M | -8.1% | +10.4% | -18.5% | -9.3% |
| 6M | -8.3% | +16.3% | -24.5% | -10.0% |
| YTD | -6.1% | +61.1% | -67.2% | -10.4% |
| 1Y | -7.4% | +71.6% | -79.0% | -12.1% |
| All | +66.1% | +267.3% | -201.2% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling