+500.5%
TRGP vs ABCL
-26.2%
+526.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.4% |
| 7D | +12.4% | -3.3% | +15.7% | +12.6% |
| 30D | +2.6% | -7.1% | +9.7% | +2.9% |
| 3M | +11.9% | +4.7% | +7.1% | +10.9% |
| 6M | +13.9% | +140.9% | -127.0% | +5.9% |
| YTD | +64.2% | +236.0% | -171.8% | +47.2% |
| 1Y | +78.5% | +217.4% | -138.9% | +60.7% |
| 3Y | +272.9% | +188.7% | +84.2% | +222.6% |
| All | +500.5% | -26.2% | +526.7% | +461.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling