+2,174.7%
TRGP vs A
+535.3%
+1,639.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +0.8% | -1.9% | +2.7% | +1.6% |
| 30D | +11.5% | +6.9% | +4.6% | +8.0% |
| 3M | +9.0% | +9.2% | -0.2% | +4.0% |
| 6M | +20.5% | +25.7% | -5.2% | +6.3% |
| YTD | +59.5% | +11.5% | +48.0% | +47.8% |
| 1Y | +77.9% | +18.4% | +59.5% | +59.1% |
| 3Y | +253.6% | +26.6% | +227.0% | +193.1% |
| 5Y | +615.5% | -12.8% | +628.3% | +597.2% |
| 10Y | +897.1% | +247.2% | +649.9% | +382.6% |
| All | +2,174.7% | +535.3% | +1,639.4% | +729.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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