+848.9%
TRGP vs ALK
-39.2%
+888.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -0.7% | -3.0% | +2.2% | +0.4% |
| 30D | +9.5% | -14.6% | +24.1% | +15.8% |
| 3M | +10.8% | -10.6% | +21.4% | +12.5% |
| 6M | +25.3% | -6.7% | +32.0% | +21.2% |
| YTD | +60.3% | -19.8% | +80.0% | +63.2% |
| 1Y | +84.6% | -35.2% | +119.8% | +104.9% |
| 3Y | +264.4% | +1.4% | +263.0% | +192.4% |
| 5Y | +636.6% | -30.7% | +667.2% | +587.8% |
| 10Y | +848.9% | -37.4% | +886.3% | +696.9% |
| All | +848.9% | -39.2% | +888.2% | +696.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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