+494.9%
TRGP vs ALLE
+327.3%
+167.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.9% |
| 3M | -1.0% | +10.3% | -11.2% | -7.2% |
| 6M | +7.0% | +38.0% | -31.1% | -13.0% |
| YTD | +46.1% | +17.8% | +28.3% | +28.5% |
| 1Y | +58.7% | +13.6% | +45.1% | +42.4% |
| 3Y | +221.9% | +89.2% | +132.7% | +102.1% |
| 5Y | +419.9% | +51.1% | +368.8% | +265.3% |
| 10Y | +769.8% | +228.1% | +541.7% | +291.8% |
| All | +494.9% | +327.3% | +167.6% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling