+471.4%
TRGP vs ALC
-9.1%
+480.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.2% |
| 7D | -5.8% | +2.3% | -8.1% | -6.5% |
| 30D | -1.5% | +15.5% | -17.0% | -5.7% |
| 3M | +6.1% | +0.6% | +5.5% | +5.6% |
| 6M | +14.4% | +18.4% | -4.0% | +7.7% |
| YTD | +55.3% | -5.6% | +60.9% | +56.1% |
| 1Y | +69.1% | 0.0% | +69.1% | +66.1% |
| 3Y | +254.3% | +2.8% | +251.5% | +234.3% |
| 5Y | +471.4% | -8.8% | +480.2% | +443.1% |
| All | +471.4% | -9.1% | +480.5% | +443.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling