+203.4%
W vs TRGP
+271.1%
-67.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +0.6% |
| 7D | -7.4% | +2.4% | -9.8% | -8.0% |
| 30D | +7.8% | +0.8% | +7.0% | +7.1% |
| 3M | +10.9% | +10.4% | +0.5% | +6.7% |
| 6M | +86.4% | +16.3% | +70.2% | +74.1% |
| YTD | +14.0% | +61.1% | -47.2% | -5.0% |
| 1Y | +3.5% | +71.6% | -68.1% | -15.6% |
| 3Y | +164.8% | +267.5% | -102.7% | +70.8% |
| 5Y | -53.1% | +488.1% | -541.3% | -73.5% |
| 10Y | +220.4% | +803.8% | -583.3% | +24.7% |
| All | +203.4% | +271.1% | -67.7% | +31.5% |
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 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