+889.7%
TRGP vs AMBA
+722.2%
+167.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.4% | +4.8% | -2.9% |
| 7D | -12.6% | -14.6% | +1.9% | -10.1% |
| 30D | -4.5% | -18.8% | +14.3% | -1.0% |
| 3M | +4.9% | -32.6% | +37.5% | +11.8% |
| 6M | +5.6% | -25.8% | +31.4% | +6.9% |
| YTD | +50.1% | -22.1% | +72.2% | +48.6% |
| 1Y | +70.2% | -36.2% | +106.4% | +73.9% |
| 3Y | +228.5% | +10.0% | +218.5% | +182.9% |
| 5Y | +434.1% | -71.6% | +505.6% | +460.5% |
| 10Y | +793.6% | -4.7% | +798.3% | +560.7% |
| All | +889.7% | +722.2% | +167.5% | +419.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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