+261.9%
TRGP vs ALK
+4.2%
+257.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.3% |
| 7D | +0.8% | -0.7% | +1.4% | +0.8% |
| 30D | +11.5% | -19.2% | +30.7% | +13.6% |
| 3M | +9.0% | -1.5% | +10.5% | +8.1% |
| 6M | +20.5% | -13.1% | +33.5% | +21.4% |
| YTD | +59.5% | -16.4% | +76.0% | +61.1% |
| 1Y | +77.9% | -33.1% | +111.0% | +86.3% |
| All | +261.9% | +4.2% | +257.7% | +227.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling