+69.1%
TRGP vs ALC
+0.5%
+68.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +2.7% |
| 7D | -5.8% | +2.3% | -8.1% | -5.5% |
| 30D | -1.5% | +15.5% | -17.0% | -0.8% |
| 3M | +6.1% | +0.6% | +5.5% | +7.0% |
| 6M | +14.4% | +18.4% | -4.0% | +14.7% |
| YTD | +55.3% | -5.6% | +60.9% | +56.3% |
| 1Y | +69.1% | 0.0% | +69.1% | +69.6% |
| All | +69.1% | +0.5% | +68.6% | +69.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling