+77.9%
TRGP vs ALM
+10.4%
+67.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.5% | +8.0% | +1.5% |
| 7D | +9.0% | -4.0% | +13.0% | +8.9% |
| 30D | +1.5% | -30.5% | +32.0% | +0.9% |
| 3M | +10.7% | -46.9% | +57.6% | +9.5% |
| 6M | +17.1% | -65.5% | +82.6% | +15.5% |
| YTD | +63.6% | -13.4% | +77.0% | +67.8% |
| All | +77.9% | +10.4% | +67.5% | +87.8% |
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