+802.2%
TTMI vs TRGP
+627.0%
+175.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | +6.0% | -0.6% | +6.6% | +6.2% |
| 30D | -6.4% | +10.0% | -16.4% | -10.1% |
| 3M | -28.9% | +7.6% | -36.5% | -31.4% |
| 6M | +26.9% | +26.8% | +0.1% | +14.5% |
| YTD | +77.3% | +60.6% | +16.8% | +45.7% |
| 1Y | +147.5% | +82.5% | +65.0% | +92.8% |
| 3Y | +847.6% | +265.0% | +582.6% | +464.7% |
| 5Y | +802.2% | +645.9% | +156.3% | +341.5% |
| All | +802.2% | +627.0% | +175.2% | +341.5% |
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