+33.8%
UL vs TRGP
+504.4%
-470.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.1% |
| 7D | +1.1% | +12.4% | -11.3% | +0.7% |
| 30D | +4.5% | +2.6% | +1.9% | +4.3% |
| 3M | +6.5% | +11.9% | -5.4% | +5.8% |
| 6M | +18.2% | +13.9% | +4.3% | +17.2% |
| YTD | +4.7% | +64.2% | -59.5% | +1.2% |
| 1Y | +0.8% | +78.5% | -77.7% | -3.0% |
| 3Y | +35.9% | +272.9% | -237.0% | +19.1% |
| All | +33.8% | +504.4% | -470.6% | +10.5% |
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