+262.1%
TPR vs TRGP
+2,035.2%
-1,773.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.6% | -0.3% |
| 7D | +14.2% | -16.0% | +30.2% | +19.2% |
| 30D | +17.1% | -6.4% | +23.5% | +18.6% |
| 3M | -17.7% | -1.0% | -16.8% | -18.1% |
| 6M | -10.2% | +7.0% | -17.1% | -13.0% |
| YTD | +4.9% | +46.1% | -41.2% | -7.1% |
| 1Y | +36.1% | +58.7% | -22.6% | +17.7% |
| 3Y | +416.5% | +221.9% | +194.6% | +262.9% |
| 5Y | +254.8% | +419.9% | -165.1% | +117.1% |
| 10Y | +391.7% | +769.8% | -378.0% | +130.8% |
| All | +262.1% | +2,035.2% | -1,773.1% | -6.6% |
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