+821.9%
TRGP vs ALLE
+148.2%
+673.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.8% |
| 7D | -0.6% | +2.8% | -3.4% | -2.1% |
| 30D | +14.6% | -7.6% | +22.2% | +19.2% |
| 3M | +11.9% | +22.8% | -10.8% | -1.7% |
| 6M | +25.3% | +4.6% | +20.7% | +19.3% |
| YTD | +61.9% | -1.2% | +63.1% | +58.3% |
| 1Y | +87.3% | -9.1% | +96.4% | +91.8% |
| 3Y | +268.0% | +50.0% | +218.0% | +165.5% |
| 5Y | +638.2% | +15.2% | +623.0% | +519.3% |
| 10Y | +821.9% | +151.1% | +670.9% | +453.0% |
| All | +821.9% | +148.2% | +673.7% | +453.0% |
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