+432.4%
TRGP vs ACM
+3.6%
+428.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.2% | -1.8% | +1.5% |
| 7D | -7.2% | +6.9% | -14.1% | -9.4% |
| 30D | -4.2% | +19.1% | -23.2% | -10.3% |
| 3M | +7.0% | -6.9% | +13.9% | +9.2% |
| 6M | +11.2% | -12.0% | +23.3% | +15.4% |
| YTD | +51.1% | -25.1% | +76.2% | +66.6% |
| 1Y | +62.0% | -45.4% | +107.4% | +111.4% |
| 3Y | +248.2% | -6.9% | +255.1% | +212.7% |
| 5Y | +432.4% | +3.7% | +428.6% | +332.8% |
| All | +432.4% | +3.6% | +428.8% | +332.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling