+271.6%
TRGP vs ABCL
+189.1%
+82.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.6% |
| 7D | +9.0% | +4.4% | +4.6% | +8.8% |
| 30D | +1.5% | -7.9% | +9.4% | +1.7% |
| 3M | +10.7% | +12.2% | -1.5% | +10.0% |
| 6M | +17.1% | +134.7% | -117.6% | +12.9% |
| YTD | +63.6% | +239.8% | -176.1% | +53.9% |
| 1Y | +77.0% | +192.7% | -115.7% | +67.8% |
| All | +271.6% | +189.1% | +82.6% | +235.2% |
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