+848.9%
TRGP vs ALM
+3,082.3%
-2,233.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.8% |
| 7D | -0.7% | +3.6% | -4.3% | -0.9% |
| 30D | +9.5% | +33.8% | -24.3% | +7.7% |
| 3M | +10.8% | +14.8% | -4.0% | +9.4% |
| 6M | +25.3% | -7.0% | +32.3% | +24.2% |
| YTD | +60.3% | +108.1% | -47.8% | +51.0% |
| 1Y | +84.6% | +313.8% | -229.2% | +65.6% |
| 3Y | +264.4% | +2,227.6% | -1,963.3% | +180.0% |
| 5Y | +636.6% | +956.6% | -320.1% | +486.0% |
| 10Y | +848.9% | +3,082.3% | -2,233.4% | +598.4% |
| All | +848.9% | +3,082.3% | -2,233.4% | +598.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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