+638.2%
TRGP vs ALM
+1,033.0%
-394.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.8% | -7.4% | +1.2% |
| 7D | -0.6% | +8.4% | -9.0% | -0.8% |
| 30D | +14.6% | +34.8% | -20.3% | +13.5% |
| 3M | +11.9% | +16.2% | -4.3% | +11.1% |
| 6M | +25.3% | +2.1% | +23.1% | +24.2% |
| YTD | +61.9% | +117.0% | -55.2% | +55.3% |
| 1Y | +87.3% | +313.9% | -226.6% | +73.6% |
| 3Y | +268.0% | +2,327.9% | -2,059.9% | +200.4% |
| 5Y | +638.2% | +1,040.6% | -402.4% | +520.2% |
| All | +638.2% | +1,033.0% | -394.8% | +520.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling