+52.2%
TEM vs TRGP
+154.8%
-102.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -4.2% |
| 7D | -1.1% | -0.7% | -0.4% | -0.7% |
| 30D | +11.3% | +9.5% | +1.8% | +5.8% |
| 3M | +25.5% | +10.8% | +14.7% | +16.5% |
| 6M | +17.1% | +25.3% | -8.2% | -0.7% |
| YTD | +3.8% | +60.3% | -56.5% | -27.0% |
| 1Y | -24.4% | +84.6% | -108.9% | -53.6% |
| All | +52.2% | +154.8% | -102.5% | +91.1% |
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