-68.3%
U vs TRGP
+639.4%
-707.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | +4.4% | -0.7% | +5.1% | +4.7% |
| 30D | -1.3% | +9.5% | -10.8% | -5.2% |
| 3M | +49.6% | +10.8% | +38.8% | +41.1% |
| 6M | +100.2% | +25.3% | +74.9% | +75.9% |
| YTD | -3.7% | +60.3% | -64.0% | -26.4% |
| 1Y | -6.5% | +84.6% | -91.1% | -34.7% |
| 3Y | +12.9% | +264.4% | -251.5% | -50.2% |
| 5Y | -68.3% | +636.6% | -704.9% | -88.9% |
| All | -68.3% | +639.4% | -707.7% | -88.9% |
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 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