+268.0%
TRGP vs LTH
+159.1%
+108.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.2% | +1.7% |
| 7D | -0.6% | +1.5% | -2.1% | -0.9% |
| 30D | +14.6% | -3.1% | +17.6% | +15.0% |
| 3M | +11.9% | +28.1% | -16.2% | +7.1% |
| 6M | +25.3% | +67.4% | -42.1% | +13.1% |
| YTD | +61.9% | +59.8% | +2.1% | +47.0% |
| 1Y | +87.3% | +45.6% | +41.7% | +73.2% |
| 3Y | +268.0% | +162.0% | +106.0% | +214.0% |
| All | +268.0% | +159.1% | +108.9% | +214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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