+86.4%
W vs TRGP
+17.9%
+68.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +4.1% |
| 7D | -7.4% | +2.4% | -9.8% | -6.6% |
| 30D | +7.8% | +0.8% | +7.0% | +9.1% |
| 3M | +10.9% | +10.4% | +0.5% | +24.3% |
| 6M | +86.4% | +16.3% | +70.2% | +120.9% |
| All | +86.4% | +17.9% | +68.5% | +120.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling