+2,054.5%
TRGP vs ACM
+162.2%
+1,892.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.2% | -1.8% | +0.1% |
| 7D | -7.2% | +6.9% | -14.1% | -11.1% |
| 30D | -4.2% | +19.1% | -23.2% | -14.6% |
| 3M | +7.0% | -6.9% | +13.9% | +9.3% |
| 6M | +11.2% | -12.0% | +23.3% | +15.7% |
| YTD | +51.1% | -25.1% | +76.2% | +70.9% |
| 1Y | +62.0% | -45.4% | +107.4% | +125.0% |
| 3Y | +248.2% | -6.9% | +255.1% | +222.1% |
| 5Y | +432.4% | +3.7% | +428.6% | +349.3% |
| 10Y | +739.5% | +135.8% | +603.7% | +342.7% |
| All | +2,054.5% | +162.2% | +1,892.3% | +912.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling