+274.6%
TRGP vs LEN
-26.6%
+301.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.8% | +5.3% | +1.6% |
| 7D | -0.6% | -2.9% | +2.3% | -0.5% |
| 30D | +14.6% | -8.9% | +23.4% | +14.9% |
| 3M | +11.9% | -10.9% | +22.8% | +12.4% |
| 6M | +25.3% | -19.7% | +44.9% | +27.1% |
| YTD | +61.9% | -20.6% | +82.4% | +64.2% |
| 1Y | +87.3% | -42.4% | +129.7% | +96.9% |
| All | +274.6% | -26.6% | +301.2% | +255.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling