+711.8%
TRGP vs ALLE
+224.6%
+487.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -2.2% |
| 7D | -16.0% | -0.6% | -15.4% | -15.9% |
| 30D | -6.4% | +25.3% | -31.8% | -17.6% |
| 3M | -1.0% | +10.3% | -11.2% | -7.0% |
| 6M | +7.0% | +38.0% | -31.1% | -12.6% |
| YTD | +46.1% | +17.8% | +28.3% | +29.1% |
| 1Y | +58.7% | +13.6% | +45.1% | +43.0% |
| 3Y | +221.9% | +89.2% | +132.7% | +102.3% |
| 5Y | +419.9% | +51.1% | +368.8% | +267.1% |
| All | +711.8% | +224.6% | +487.1% | +328.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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