+248.2%
TRGP vs ALM
+907.8%
-659.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.1% | -4.6% | +3.3% |
| 7D | -7.2% | +0.7% | -7.9% | -7.2% |
| 30D | -4.2% | -26.1% | +21.9% | -3.8% |
| 3M | +7.0% | -38.1% | +45.1% | +7.5% |
| 6M | +11.2% | -55.4% | +66.7% | +12.3% |
| YTD | +51.1% | -0.4% | +51.5% | +48.6% |
| 1Y | +62.0% | +25.4% | +36.7% | +58.0% |
| 3Y | +248.2% | +907.8% | -659.6% | +225.6% |
| All | +248.2% | +907.8% | -659.6% | +225.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling