-48.5%
TE vs TRGP
+761.9%
-810.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.5% | +8.5% | +9.8% |
| 7D | +18.2% | -0.6% | +18.8% | +18.3% |
| 30D | -13.5% | +14.6% | -28.1% | -15.4% |
| 3M | -44.6% | +11.9% | -56.5% | -45.8% |
| 6M | -24.7% | +25.3% | -50.0% | -28.0% |
| YTD | -24.3% | +61.9% | -86.1% | -30.6% |
| 1Y | +155.6% | +87.3% | +68.3% | +127.8% |
| 3Y | -18.3% | +268.0% | -286.2% | -32.4% |
| 5Y | -41.3% | +638.2% | -679.5% | -53.5% |
| All | -48.5% | +761.9% | -810.4% | -60.2% |
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