+64.7%
TRGP vs ADVB
-88.3%
+153.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | +0.8% | -3.8% | +4.5% | +0.8% |
| 30D | +11.5% | +17.6% | -6.1% | +10.9% |
| 3M | +9.0% | +119.1% | -110.1% | +6.7% |
| 6M | +20.5% | +103.4% | -82.9% | +17.2% |
| YTD | +59.5% | +59.8% | -0.3% | +55.9% |
| 1Y | +77.9% | +8.5% | +69.4% | +74.8% |
| All | +64.7% | -88.3% | +153.0% | +100.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling