+87.3%
TRGP vs M
+31.9%
+55.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.4% |
| 7D | -0.6% | +2.4% | -3.0% | -0.6% |
| 30D | +14.6% | -11.6% | +26.2% | +14.4% |
| 3M | +11.9% | +1.6% | +10.3% | +11.5% |
| 6M | +25.3% | +25.2% | +0.1% | +23.7% |
| YTD | +61.9% | +3.8% | +58.1% | +63.4% |
| 1Y | +87.3% | +36.3% | +50.9% | +79.1% |
| All | +87.3% | +31.9% | +55.3% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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