+225.6%
TRGP vs AS
+134.9%
+90.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.7% |
| 7D | -16.0% | +6.9% | -22.9% | -16.6% |
| 30D | -6.4% | +16.0% | -22.4% | -7.9% |
| 3M | -1.0% | -12.8% | +11.9% | +0.3% |
| 6M | +7.0% | -15.4% | +22.4% | +8.5% |
| YTD | +46.1% | -15.7% | +61.9% | +47.5% |
| 1Y | +58.7% | +6.1% | +52.6% | +53.6% |
| All | +225.6% | +134.9% | +90.7% | +186.2% |
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