+50.9%
TRGP vs ADVB
-97.5%
+148.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.9% | -2.7% |
| 7D | -16.0% | -13.9% | -2.1% | -15.8% |
| 30D | -6.4% | -68.1% | +61.7% | -4.5% |
| 3M | -1.0% | -73.4% | +72.4% | +1.3% |
| 6M | +7.0% | -70.8% | +77.8% | +8.9% |
| YTD | +46.1% | -66.1% | +112.2% | +46.9% |
| 1Y | +58.7% | -77.5% | +136.2% | +62.0% |
| All | +50.9% | -97.5% | +148.4% | +89.0% |
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