+19.3%
TPR vs TRGP
+89.5%
-70.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.5% | +8.1% | +2.9% |
| 7D | +12.6% | -6.5% | +19.1% | +11.7% |
| 30D | +7.1% | -0.4% | +7.6% | +6.9% |
| 3M | -19.4% | +8.8% | -28.2% | -18.4% |
| 6M | -9.7% | +11.0% | -20.7% | -8.5% |
| YTD | -1.0% | +57.4% | -58.4% | +1.2% |
| 1Y | +19.3% | +87.9% | -68.6% | +27.0% |
| All | +19.3% | +89.5% | -70.2% | +27.0% |
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