+84.6%
TRGP vs Z
-64.1%
+148.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.1% |
| 7D | -0.7% | -7.1% | +6.3% | -1.4% |
| 30D | +9.5% | -4.8% | +14.2% | +9.0% |
| 3M | +10.8% | -9.3% | +20.2% | +10.9% |
| 6M | +25.3% | -29.0% | +54.3% | +24.7% |
| YTD | +60.3% | -52.9% | +113.1% | +61.5% |
| 1Y | +84.6% | -63.1% | +147.7% | +88.3% |
| All | +84.6% | -64.1% | +148.7% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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