+274.6%
TRGP vs GAP
+117.9%
+156.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | -0.6% | +1.7% | -2.3% | -0.8% |
| 30D | +14.6% | +9.3% | +5.2% | +13.5% |
| 3M | +11.9% | +6.1% | +5.8% | +11.0% |
| 6M | +25.3% | -2.3% | +27.6% | +24.8% |
| YTD | +61.9% | -10.6% | +72.5% | +62.3% |
| 1Y | +87.3% | -4.4% | +91.7% | +85.5% |
| All | +274.6% | +117.9% | +156.7% | +239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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