+240.4%
TPR vs TRGP
+621.9%
-381.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | -2.3% | +0.8% | -3.1% | -2.6% |
| 30D | -23.0% | +11.5% | -34.5% | -26.0% |
| 3M | -12.5% | +9.0% | -21.5% | -15.7% |
| 6M | -21.4% | +20.5% | -41.9% | -27.8% |
| YTD | -3.5% | +59.5% | -63.0% | -20.9% |
| 1Y | +17.4% | +77.9% | -60.6% | -8.7% |
| 3Y | +291.3% | +253.6% | +37.7% | +116.7% |
| All | +240.4% | +621.9% | -381.5% | +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 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