+87.9%
TRGP vs AS
+3.3%
+84.5%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.1% | -9.7% | -3.6% |
| 7D | -6.5% | +13.8% | -20.2% | -4.2% |
| 30D | -0.4% | +16.7% | -17.1% | +2.4% |
| 3M | +8.8% | -11.5% | +20.3% | +6.8% |
| 6M | +11.0% | -5.5% | +16.5% | +10.6% |
| YTD | +57.4% | -14.2% | +71.6% | +56.7% |
| 1Y | +87.9% | +2.1% | +85.8% | +95.8% |
| All | +87.9% | +3.3% | +84.5% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling