+422.1%
TRGP vs ALLY
+98.1%
+324.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -1.7% |
| 7D | -16.0% | +0.9% | -16.9% | -16.6% |
| 30D | -6.4% | +3.1% | -9.5% | -8.5% |
| 3M | -1.0% | -12.6% | +11.6% | +5.9% |
| 6M | +7.0% | -12.4% | +19.4% | +12.8% |
| YTD | +46.1% | -13.2% | +59.3% | +52.1% |
| 1Y | +58.7% | +1.8% | +56.9% | +50.0% |
| 3Y | +221.9% | +58.0% | +163.9% | +114.9% |
| 5Y | +419.9% | -8.4% | +428.3% | +348.7% |
| 10Y | +769.8% | +195.3% | +574.5% | +224.7% |
| All | +422.1% | +98.1% | +324.0% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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