+64.4%
UL vs TRGP
+863.3%
-798.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +0.5% | +8.0% | -7.5% | 0.0% |
| 3M | +7.2% | +8.3% | -1.0% | +6.6% |
| 6M | -3.1% | +23.9% | -27.0% | -4.6% |
| YTD | -2.7% | +59.6% | -62.4% | -5.9% |
| 1Y | -10.2% | +79.4% | -89.7% | -13.9% |
| 3Y | +20.3% | +269.4% | -249.2% | +8.7% |
| 5Y | +19.9% | +641.6% | -621.7% | +2.6% |
| All | +64.4% | +863.3% | -798.9% | +28.2% |
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