+1,051.1%
TRGP vs ABCL
-81.3%
+1,132.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | +11.5% | +93.1% | -81.6% | +6.8% |
| 3M | +9.0% | +79.4% | -70.4% | +4.4% |
| 6M | +20.5% | +214.9% | -194.4% | +10.7% |
| YTD | +59.5% | +234.2% | -174.7% | +45.2% |
| 1Y | +77.9% | +174.8% | -96.9% | +63.3% |
| 3Y | +253.6% | +104.5% | +149.1% | +221.2% |
| 5Y | +615.5% | -39.0% | +654.5% | +582.1% |
| All | +1,051.1% | -81.3% | +1,132.3% | +1,066.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling