+416.5%
TPR vs TRGP
+218.9%
+197.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.6% | -0.5% |
| 7D | +14.2% | -16.0% | +30.2% | +17.8% |
| 30D | +17.1% | -6.4% | +23.5% | +17.9% |
| 3M | -17.7% | -1.0% | -16.8% | -18.3% |
| 6M | -10.2% | +7.0% | -17.1% | -13.2% |
| YTD | +4.9% | +46.1% | -41.2% | -8.7% |
| 1Y | +36.1% | +58.7% | -22.6% | +15.2% |
| 3Y | +416.5% | +221.9% | +194.6% | +233.9% |
| All | +416.5% | +218.9% | +197.5% | +233.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling