+739.5%
TRGP vs ALLE
+233.6%
+505.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.8% | +0.6% | +2.0% |
| 7D | -7.2% | -0.6% | -6.5% | -6.9% |
| 30D | -4.2% | +26.6% | -30.8% | -16.0% |
| 3M | +7.0% | +13.2% | -6.2% | -0.9% |
| 6M | +11.2% | +42.9% | -31.6% | -10.7% |
| YTD | +51.1% | +21.0% | +30.1% | +31.6% |
| 1Y | +62.0% | +15.2% | +46.9% | +45.2% |
| 3Y | +248.2% | +95.6% | +152.6% | +115.0% |
| 5Y | +432.4% | +53.4% | +379.0% | +274.1% |
| 10Y | +739.5% | +221.5% | +518.0% | +337.4% |
| All | +739.5% | +233.6% | +505.9% | +337.4% |
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