+69.1%
TRGP vs REPL
+175.2%
-106.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.6% | -1.8% | +2.8% |
| 7D | -5.8% | +12.7% | -18.5% | -5.8% |
| 30D | -1.5% | +73.5% | -75.0% | -1.8% |
| 3M | +6.1% | +70.3% | -64.2% | +5.7% |
| 6M | +14.4% | +472.0% | -457.6% | +13.1% |
| YTD | +55.3% | +139.5% | -84.2% | +54.5% |
| 1Y | +69.1% | +167.3% | -98.2% | +66.7% |
| All | +69.1% | +175.2% | -106.1% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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