+82.5%
TRGP vs LEN
-42.7%
+125.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | -0.2% |
| 7D | -0.6% | -7.8% | +7.2% | -1.3% |
| 30D | +10.0% | -11.0% | +21.0% | +8.8% |
| 3M | +7.6% | -12.8% | +20.4% | +6.8% |
| 6M | +26.8% | -20.2% | +47.0% | +27.1% |
| YTD | +60.6% | -23.0% | +83.6% | +61.7% |
| 1Y | +82.5% | -41.8% | +124.3% | +89.2% |
| All | +82.5% | -42.7% | +125.2% | +89.2% |
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