+633.7%
TRGP vs ALM
+3,798.4%
-3,164.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.1% | -4.6% | +3.4% |
| 7D | -7.2% | +0.7% | -7.9% | -7.2% |
| 30D | -4.2% | -26.1% | +21.9% | -4.1% |
| 3M | +7.0% | -38.1% | +45.1% | +7.1% |
| 6M | +11.2% | -55.4% | +66.7% | +11.5% |
| YTD | +51.1% | -0.4% | +51.5% | +50.9% |
| 1Y | +62.0% | +25.4% | +36.7% | +61.6% |
| 3Y | +248.2% | +907.8% | -659.6% | +243.5% |
| 5Y | +432.4% | +440.2% | -7.8% | +425.6% |
| 10Y | +739.5% | +2,031.1% | -1,291.6% | +724.9% |
| All | +633.7% | +3,798.4% | -3,164.8% | +613.7% |
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