+84.6%
TRGP vs ALM
+312.4%
-227.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -1.0% |
| 7D | -0.7% | +3.6% | -4.3% | -0.7% |
| 30D | +9.5% | +33.8% | -24.3% | +9.8% |
| 3M | +10.8% | +14.8% | -4.0% | +11.2% |
| 6M | +25.3% | -7.0% | +32.3% | +26.1% |
| YTD | +60.3% | +108.1% | -47.8% | +60.2% |
| 1Y | +84.6% | +313.8% | -229.2% | +78.8% |
| All | +84.6% | +312.4% | -227.8% | +78.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling