+646.0%
TRGP vs REPL
-6.0%
+652.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | +0.8% | -3.0% | +3.7% | +0.9% |
| 30D | +11.5% | +27.1% | -15.6% | +10.1% |
| 3M | +9.0% | +52.4% | -43.4% | +4.4% |
| 6M | +20.5% | +107.4% | -87.0% | +7.7% |
| YTD | +59.5% | +54.7% | +4.8% | +44.9% |
| 1Y | +77.9% | +158.9% | -81.0% | +50.4% |
| 3Y | +253.6% | -23.7% | +277.3% | +186.0% |
| 5Y | +615.5% | -54.3% | +669.8% | +498.2% |
| All | +646.0% | -6.0% | +652.0% | +365.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling