-38.4%
U vs TRGP
+1,966.2%
-2,004.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | 0.0% | -0.6% | +0.5% | +0.2% |
| 30D | -4.1% | +10.0% | -14.1% | -7.0% |
| 3M | +57.8% | +7.6% | +50.2% | +53.0% |
| 6M | +103.5% | +26.8% | +76.7% | +85.0% |
| YTD | -4.8% | +60.6% | -65.3% | -21.2% |
| 1Y | -2.4% | +82.5% | -84.9% | -23.6% |
| 3Y | +11.7% | +265.0% | -253.4% | -33.1% |
| 5Y | -68.9% | +645.9% | -714.7% | -83.0% |
| All | -38.4% | +1,966.2% | -2,004.6% | -65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling