+1,907.3%
TT vs TRGP
+2,254.6%
-347.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.8% | +0.2% |
| 7D | +3.5% | +2.4% | +1.1% | +3.0% |
| 30D | -11.0% | +0.8% | -11.9% | -11.3% |
| 3M | -12.0% | +10.4% | -22.4% | -14.0% |
| 6M | -10.4% | +16.3% | -26.7% | -13.7% |
| YTD | +9.9% | +61.1% | -51.2% | -1.1% |
| 1Y | +1.5% | +71.6% | -70.1% | -9.9% |
| 3Y | +93.7% | +267.5% | -173.8% | +46.3% |
| 5Y | +139.2% | +488.1% | -348.9% | +62.5% |
| 10Y | +741.5% | +803.8% | -62.3% | +354.4% |
| All | +1,907.3% | +2,254.6% | -347.4% | +538.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling