+172.6%
TTMI vs TRGP
+80.7%
+91.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.0% | +9.1% |
| 7D | +5.9% | +0.8% | +5.1% | +5.6% |
| 30D | -4.3% | +11.5% | -15.8% | -7.5% |
| 3M | -32.0% | +9.0% | -41.0% | -33.9% |
| 6M | +19.5% | +20.5% | -1.0% | +11.3% |
| YTD | +82.0% | +59.5% | +22.5% | +48.8% |
| 1Y | +172.6% | +77.9% | +94.7% | +113.4% |
| All | +172.6% | +80.7% | +91.9% | +113.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling