+68.9%
TRGP vs ADVB
-95.9%
+164.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +42.7% | -41.1% | +0.6% |
| 7D | +9.0% | +74.2% | -65.2% | +7.5% |
| 30D | +1.5% | -35.9% | +37.4% | +1.9% |
| 3M | +10.7% | -56.4% | +67.2% | +11.9% |
| 6M | +17.1% | -36.7% | +53.8% | +16.9% |
| YTD | +63.6% | -43.3% | +106.9% | +62.5% |
| 1Y | +77.0% | -63.4% | +140.4% | +78.6% |
| All | +68.9% | -95.9% | +164.8% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling