-25.8%
TE vs TRGP
+89.5%
-115.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.5% | +1.0% | -5.3% |
| 7D | +3.8% | -6.5% | +10.3% | +1.0% |
| 30D | -26.2% | -0.4% | -25.8% | -25.4% |
| 3M | -49.7% | +8.8% | -58.5% | -46.7% |
| 6M | -46.5% | +11.0% | -57.5% | -43.1% |
| YTD | -59.1% | +57.4% | -116.5% | -64.1% |
| 1Y | -25.8% | +87.9% | -113.7% | -35.6% |
| All | -25.8% | +89.5% | -115.4% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling