+261.9%
TRGP vs ALM
+2,118.4%
-1,856.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | +0.8% | -2.6% | +3.4% | +0.8% |
| 30D | +11.5% | +32.0% | -20.5% | +10.9% |
| 3M | +9.0% | -15.0% | +24.0% | +9.2% |
| 6M | +20.5% | -10.1% | +30.6% | +20.3% |
| YTD | +59.5% | +99.4% | -39.9% | +55.5% |
| 1Y | +77.9% | +316.4% | -238.4% | +68.8% |
| All | +261.9% | +2,118.4% | -1,856.5% | +224.5% |
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