+221.9%
TRGP vs ABCL
+156.0%
+65.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.7% | -9.4% | -2.9% |
| 7D | -16.0% | -3.2% | -12.8% | -15.9% |
| 30D | -6.4% | -7.4% | +1.0% | -6.3% |
| 3M | -1.0% | +81.9% | -82.9% | -3.5% |
| 6M | +7.0% | +135.7% | -128.7% | +2.9% |
| YTD | +46.1% | +247.4% | -201.3% | +37.1% |
| 1Y | +58.7% | +162.3% | -103.6% | +51.2% |
| 3Y | +221.9% | +165.5% | +56.4% | +190.5% |
| All | +221.9% | +156.0% | +65.8% | +190.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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