+951.8%
TRGP vs AMBA
+837.3%
+114.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +0.8% | -11.0% | +11.7% | +2.9% |
| 30D | +11.5% | -23.2% | +34.7% | +16.6% |
| 3M | +9.0% | -12.7% | +21.7% | +8.6% |
| 6M | +20.5% | +11.2% | +9.3% | +12.9% |
| YTD | +59.5% | -11.2% | +70.8% | +55.0% |
| 1Y | +77.9% | -22.5% | +100.4% | +75.1% |
| 3Y | +253.6% | -1.3% | +254.9% | +213.7% |
| 5Y | +615.5% | -54.2% | +669.6% | +577.1% |
| 10Y | +897.1% | -6.1% | +903.2% | +638.0% |
| All | +951.8% | +837.3% | +114.5% | +441.4% |
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