+2,174.7%
TRGP vs ALK
+230.0%
+1,944.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.8% |
| 7D | +0.8% | -0.7% | +1.4% | +0.9% |
| 30D | +11.5% | -19.2% | +30.7% | +19.8% |
| 3M | +9.0% | -1.5% | +10.5% | +6.6% |
| 6M | +20.5% | -13.1% | +33.5% | +20.3% |
| YTD | +59.5% | -16.4% | +76.0% | +60.1% |
| 1Y | +77.9% | -33.1% | +111.0% | +93.6% |
| 3Y | +253.6% | +0.6% | +253.0% | +196.1% |
| 5Y | +615.5% | -26.4% | +641.9% | +562.3% |
| 10Y | +897.1% | -34.2% | +931.3% | +763.0% |
| All | +2,174.7% | +230.0% | +1,944.6% | +1,023.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling