+2,174.7%
TRGP vs ARWR
+859.3%
+1,315.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +0.8% | +1.7% | -0.9% | +0.6% |
| 30D | +11.5% | -0.7% | +12.2% | +11.5% |
| 3M | +9.0% | +14.9% | -5.9% | +6.8% |
| 6M | +20.5% | +32.6% | -12.1% | +15.6% |
| YTD | +59.5% | +30.0% | +29.5% | +52.9% |
| 1Y | +77.9% | +208.4% | -130.4% | +53.0% |
| 3Y | +253.6% | +208.8% | +44.8% | +187.8% |
| 5Y | +615.5% | +27.8% | +587.7% | +522.0% |
| 10Y | +897.1% | +1,107.6% | -210.4% | +591.9% |
| All | +2,174.7% | +859.3% | +1,315.3% | +1,354.0% |
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