+87.9%
TRGP vs LEN
-21.9%
+109.7%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.1% | -11.6% | -3.3% |
| 7D | -6.5% | +10.5% | -16.9% | -4.7% |
| 30D | -0.4% | +24.6% | -25.1% | +3.5% |
| 3M | +8.8% | +6.6% | +2.2% | +11.2% |
| 6M | +11.0% | +10.6% | +0.4% | +13.6% |
| YTD | +57.4% | -8.3% | +65.7% | +64.1% |
| 1Y | +87.9% | -22.5% | +110.4% | +96.1% |
| All | +87.9% | -21.9% | +109.7% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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