+234.5%
TRGP vs AS
+133.7%
+100.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.4% |
| 7D | -12.6% | +7.1% | -19.7% | -13.2% |
| 30D | -4.5% | +12.8% | -17.3% | -5.7% |
| 3M | +4.9% | -14.7% | +19.7% | +6.5% |
| 6M | +5.6% | -9.9% | +15.5% | +6.1% |
| YTD | +50.1% | -16.1% | +66.2% | +51.6% |
| 1Y | +70.2% | +0.2% | +70.1% | +66.3% |
| All | +234.5% | +133.7% | +100.8% | +194.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling