+87.9%
TRGP vs ACM
-46.6%
+134.4%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.9% | -7.5% | -4.4% |
| 7D | -6.5% | +9.5% | -16.0% | -6.1% |
| 30D | -0.4% | +14.7% | -15.2% | +0.1% |
| 3M | +8.8% | -9.5% | +18.3% | +9.0% |
| 6M | +11.0% | -18.0% | +29.1% | +11.7% |
| YTD | +57.4% | -27.3% | +84.7% | +59.8% |
| 1Y | +87.9% | -47.0% | +134.9% | +94.5% |
| All | +87.9% | -46.6% | +134.4% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling