+682.3%
TRGP vs ALM
+3,525.2%
-2,842.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +2.4% | -7.2% | +9.5% | +2.4% |
| 30D | +0.8% | -26.4% | +27.2% | +0.9% |
| 3M | +10.4% | -38.6% | +49.0% | +10.5% |
| 6M | +16.3% | -61.0% | +77.2% | +16.6% |
| YTD | +61.1% | -7.4% | +68.5% | +60.9% |
| 1Y | +71.6% | +14.0% | +57.6% | +71.2% |
| 3Y | +267.5% | +844.4% | -577.0% | +262.6% |
| 5Y | +488.1% | +410.8% | +77.3% | +480.8% |
| 10Y | +803.8% | +2,084.7% | -1,281.0% | +788.2% |
| All | +682.3% | +3,525.2% | -2,842.9% | +661.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling