+638.2%
TRGP vs ALC
-15.6%
+653.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.4% | +2.0% |
| 7D | -0.6% | -3.7% | +3.1% | +0.5% |
| 30D | +14.6% | -3.7% | +18.3% | +15.8% |
| 3M | +11.9% | +4.6% | +7.4% | +9.9% |
| 6M | +25.3% | -14.6% | +39.9% | +30.6% |
| YTD | +61.9% | -11.9% | +73.7% | +66.4% |
| 1Y | +87.3% | -13.1% | +100.4% | +93.0% |
| 3Y | +268.0% | -15.0% | +283.0% | +274.3% |
| 5Y | +638.2% | -16.2% | +654.4% | +633.8% |
| All | +638.2% | -15.6% | +653.9% | +633.8% |
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 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