+271.5%
TRGP vs GTLB
-10.3%
+281.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.1% |
| 7D | -0.6% | -4.1% | +3.5% | -0.4% |
| 30D | +10.0% | +12.3% | -2.4% | +9.3% |
| 3M | +7.6% | +65.9% | -58.3% | +4.7% |
| 6M | +26.8% | +104.0% | -77.2% | +21.1% |
| YTD | +60.6% | +26.0% | +34.5% | +58.6% |
| 1Y | +82.5% | -3.5% | +86.0% | +84.2% |
| All | +271.5% | -10.3% | +281.9% | +288.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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