+21.2%
UL vs TRGP
+261.7%
-240.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | -3.2% | -0.7% | -2.5% | -3.2% |
| 30D | -0.6% | +9.5% | -10.0% | -0.5% |
| 3M | +9.4% | +10.8% | -1.4% | +9.5% |
| 6M | -4.1% | +25.3% | -29.5% | -4.3% |
| YTD | -2.0% | +60.3% | -62.2% | -2.5% |
| 1Y | -9.0% | +84.6% | -93.5% | -9.5% |
| All | +21.2% | +261.7% | -240.6% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling