+87.9%
TRGP vs BR
-14.2%
+102.1%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.6% | -4.0% |
| 7D | -6.5% | +7.0% | -13.4% | -5.3% |
| 30D | -0.4% | +19.0% | -19.4% | +2.2% |
| 3M | +8.8% | +13.1% | -4.3% | +10.9% |
| 6M | +11.0% | +24.6% | -13.6% | +15.6% |
| YTD | +57.4% | -13.6% | +71.0% | +60.9% |
| 1Y | +87.9% | -13.1% | +101.0% | +97.3% |
| All | +87.9% | -14.2% | +102.1% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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