+145.0%
TT vs TRGP
+631.5%
-486.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | +1.6% | -0.6% | +2.2% | +1.7% |
| 30D | -7.3% | +14.6% | -21.9% | -10.4% |
| 3M | -2.6% | +11.9% | -14.5% | -5.6% |
| 6M | +5.9% | +25.3% | -19.4% | -0.8% |
| YTD | +15.4% | +61.9% | -46.5% | +0.9% |
| 1Y | +8.2% | +87.3% | -79.0% | -9.5% |
| 3Y | +122.7% | +268.0% | -145.3% | +55.1% |
| 5Y | +145.0% | +638.2% | -493.3% | +40.6% |
| All | +145.0% | +631.5% | -486.5% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 5y: compounded portfolio wealth divided by compounded TRGP 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…
5y analysis · Full analysis span regression · 6 months rolling