+674.6%
TRGP vs ALM
+7,705.7%
-7,031.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.4% |
| 3M | +9.0% | -15.0% | +24.0% | +9.0% |
| 6M | +20.5% | -10.1% | +30.6% | +20.4% |
| YTD | +59.5% | +99.4% | -39.9% | +58.9% |
| 1Y | +77.9% | +316.4% | -238.4% | +76.5% |
| 3Y | +253.6% | +2,022.0% | -1,768.4% | +247.7% |
| 5Y | +615.5% | +941.2% | -325.7% | +604.6% |
| 10Y | +897.1% | +2,950.3% | -2,053.2% | +877.4% |
| All | +674.6% | +7,705.7% | -7,031.2% | +651.6% |
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 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