+785.4%
TTMI vs TRGP
+2,265.4%
-1,480.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.6% |
| 7D | +12.2% | -0.6% | +12.8% | +12.3% |
| 30D | -5.7% | +14.6% | -20.3% | -9.2% |
| 3M | -27.5% | +11.9% | -39.4% | -29.9% |
| 6M | +47.1% | +25.3% | +21.9% | +38.2% |
| YTD | +87.5% | +61.9% | +25.6% | +65.4% |
| 1Y | +175.2% | +87.3% | +87.9% | +133.9% |
| 3Y | +901.9% | +268.0% | +633.9% | +622.1% |
| 5Y | +843.5% | +638.2% | +205.3% | +473.6% |
| 10Y | +1,077.0% | +821.9% | +255.0% | +469.2% |
| All | +785.4% | +2,265.4% | -1,480.0% | +154.9% |
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