+66.4%
TRGP vs ADVB
-97.1%
+163.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.0% | -6.2% | +3.5% |
| 7D | +2.4% | +10.5% | -8.1% | +2.2% |
| 30D | +0.8% | -56.0% | +56.8% | +2.2% |
| 3M | +10.4% | -70.1% | +80.5% | +12.7% |
| 6M | +16.3% | -53.7% | +69.9% | +17.0% |
| YTD | +61.1% | -60.3% | +121.4% | +61.5% |
| 1Y | +71.6% | -73.1% | +144.8% | +74.5% |
| All | +66.4% | -97.1% | +163.5% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 3y: compounded portfolio wealth divided by compounded ADVB 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…
3y analysis · Full analysis span regression · 6 months rolling