+220.6%
UL vs TRGP
+2,265.4%
-2,044.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | -1.3% | -0.6% | -0.7% | -1.3% |
| 30D | +0.9% | +14.6% | -13.6% | -0.2% |
| 3M | +14.2% | +11.9% | +2.3% | +13.1% |
| 6M | -3.2% | +25.3% | -28.5% | -5.1% |
| YTD | -0.3% | +61.9% | -62.2% | -4.3% |
| 1Y | -8.8% | +87.3% | -96.0% | -13.5% |
| 3Y | +23.9% | +268.0% | -244.1% | +10.1% |
| 5Y | +21.4% | +638.2% | -616.9% | +1.0% |
| 10Y | +66.7% | +821.9% | -755.3% | +26.8% |
| All | +220.6% | +2,265.4% | -2,044.8% | +84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling