+810.0%
TRGP vs ALC
+24.0%
+786.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.1% |
| 7D | +0.8% | -2.1% | +2.9% | +1.8% |
| 30D | +11.5% | -0.1% | +11.6% | +11.3% |
| 3M | +9.0% | +5.9% | +3.1% | +5.1% |
| 6M | +20.5% | -15.9% | +36.4% | +29.8% |
| YTD | +59.5% | -10.1% | +69.6% | +64.8% |
| 1Y | +77.9% | -10.2% | +88.1% | +82.8% |
| 3Y | +253.6% | -13.6% | +267.1% | +255.6% |
| 5Y | +615.5% | -15.1% | +630.6% | +608.6% |
| All | +810.0% | +24.0% | +786.0% | +596.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling