+236.7%
TRGP vs AS
+142.2%
+94.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +3.1% |
| 7D | -7.2% | +5.8% | -13.0% | -7.7% |
| 30D | -4.2% | +15.4% | -19.5% | -5.5% |
| 3M | +7.0% | -11.9% | +18.8% | +8.2% |
| 6M | +11.2% | -9.9% | +21.2% | +12.0% |
| YTD | +51.1% | -13.1% | +64.2% | +52.1% |
| 1Y | +62.0% | +9.9% | +52.1% | +56.3% |
| All | +236.7% | +142.2% | +94.5% | +195.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling