+625.6%
TRGP vs ALLE
+13.7%
+611.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +11.5% | -6.8% | +18.3% | +13.8% |
| 3M | +9.0% | +21.0% | -12.0% | +1.4% |
| 6M | +20.5% | +1.1% | +19.4% | +19.2% |
| YTD | +59.5% | -0.5% | +60.1% | +58.0% |
| 1Y | +77.9% | -7.3% | +85.2% | +80.8% |
| 3Y | +253.6% | +42.3% | +211.3% | +193.6% |
| All | +625.6% | +13.7% | +611.9% | +563.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling