+2,782.9%
TER vs TRGP
+2,231.3%
+551.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.8% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | -8.3% | +11.5% | -19.8% | -10.9% |
| 3M | -12.2% | +9.0% | -21.2% | -14.4% |
| 6M | +17.1% | +20.5% | -3.4% | +11.0% |
| YTD | +84.7% | +59.5% | +25.1% | +64.0% |
| 1Y | +199.9% | +77.9% | +122.0% | +158.8% |
| 3Y | +232.8% | +253.6% | -20.8% | +144.3% |
| 5Y | +198.6% | +615.5% | -416.9% | +87.0% |
| 10Y | +1,669.7% | +897.1% | +772.6% | +783.5% |
| All | +2,782.9% | +2,231.3% | +551.6% | +683.8% |
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