+266.0%
TRGP vs Z
-19.0%
+285.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.7% |
| 7D | +2.4% | -13.1% | +15.4% | +2.8% |
| 30D | +0.8% | +5.9% | -5.0% | +0.4% |
| 3M | +10.4% | -13.7% | +24.0% | +10.8% |
| 6M | +16.3% | -27.1% | +43.4% | +18.2% |
| YTD | +61.1% | -56.8% | +117.9% | +72.1% |
| 1Y | +71.6% | -60.2% | +131.8% | +85.1% |
| All | +266.0% | -19.0% | +285.0% | +289.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling