+2,054.5%
TRGP vs ARWR
+447.1%
+1,607.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -15.3% | +18.8% | +5.1% |
| 7D | -7.2% | -17.3% | +10.2% | -5.4% |
| 30D | -4.2% | -21.5% | +17.4% | -1.9% |
| 3M | +7.0% | -43.8% | +50.8% | +13.2% |
| 6M | +11.2% | -32.3% | +43.5% | +14.7% |
| YTD | +51.1% | -25.8% | +76.9% | +53.2% |
| 1Y | +62.0% | +25.5% | +36.5% | +53.6% |
| 3Y | +248.2% | +84.1% | +164.0% | +198.8% |
| 5Y | +432.4% | -39.2% | +471.6% | +401.1% |
| 10Y | +739.5% | +1,072.4% | -332.9% | +494.4% |
| All | +2,054.5% | +447.1% | +1,607.4% | +1,356.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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