+272.9%
TRGP vs ALLE
+94.0%
+178.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.2% |
| 7D | +12.4% | +3.6% | +8.8% | +11.9% |
| 30D | +2.6% | +25.9% | -23.3% | -0.6% |
| 3M | +11.9% | +15.8% | -3.9% | +9.8% |
| 6M | +13.9% | +48.1% | -34.2% | +6.0% |
| YTD | +64.2% | +22.0% | +42.2% | +59.9% |
| 1Y | +78.5% | +18.0% | +60.5% | +75.5% |
| 3Y | +272.9% | +93.1% | +179.8% | +194.3% |
| All | +272.9% | +94.0% | +178.9% | +194.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling