+814.2%
TRGP vs ALC
+20.4%
+793.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -0.7% | -5.3% | +4.6% | +1.9% |
| 30D | +9.5% | -7.1% | +16.5% | +13.3% |
| 3M | +10.8% | +0.8% | +10.0% | +9.5% |
| 6M | +25.3% | -16.0% | +41.3% | +34.9% |
| YTD | +60.3% | -12.7% | +73.0% | +67.9% |
| 1Y | +84.6% | -12.8% | +97.4% | +92.5% |
| 3Y | +264.4% | -15.8% | +280.2% | +271.1% |
| 5Y | +636.6% | -16.7% | +653.2% | +633.0% |
| All | +814.2% | +20.4% | +793.8% | +609.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling