+57.6%
T vs TRGP
+495.9%
-438.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.3% | +1.0% |
| 7D | +2.0% | +2.4% | -0.4% | +1.6% |
| 30D | -1.0% | +0.8% | -1.9% | -1.4% |
| 3M | -8.1% | +10.4% | -18.5% | -9.7% |
| 6M | -8.3% | +16.3% | -24.5% | -10.7% |
| YTD | -6.1% | +61.1% | -67.2% | -12.8% |
| 1Y | -7.4% | +71.6% | -79.0% | -14.8% |
| 3Y | +65.4% | +267.5% | -202.0% | +30.6% |
| 5Y | +57.6% | +488.1% | -430.5% | +13.9% |
| All | +57.6% | +495.9% | -438.3% | +13.9% |
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 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