-73.3%
U vs TRGP
+504.4%
-577.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.3% | +4.9% | +5.1% |
| 7D | +2.6% | +12.4% | -9.8% | -2.2% |
| 30D | +27.6% | +2.6% | +24.9% | +24.7% |
| 3M | +15.3% | +11.9% | +3.5% | +8.3% |
| 6M | +96.4% | +13.9% | +82.5% | +80.0% |
| YTD | +19.6% | +64.2% | -44.6% | -11.7% |
| 1Y | +42.1% | +78.5% | -36.4% | -0.3% |
| 3Y | +87.5% | +272.9% | -185.4% | -22.6% |
| All | -73.3% | +504.4% | -577.6% | -92.1% |
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 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