+76.1%
TER vs TRGP
+451.9%
-375.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.1% | -1.3% |
| 7D | -8.9% | -5.8% | -3.1% | -6.5% |
| 30D | -39.1% | -1.5% | -37.6% | -38.6% |
| 3M | -32.8% | +6.1% | -38.9% | -34.5% |
| 6M | -31.7% | +14.4% | -46.1% | -36.0% |
| YTD | +26.9% | +55.3% | -28.4% | +3.5% |
| 1Y | +33.6% | +69.1% | -35.5% | +4.7% |
| 3Y | +181.5% | +254.3% | -72.8% | +56.0% |
| 5Y | +76.1% | +471.4% | -395.3% | -24.3% |
| All | +76.1% | +451.9% | -375.7% | -24.3% |
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