+208.6%
B vs TRGP
+762.8%
-554.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.8% | -8.9% | -6.3% |
| 7D | +7.1% | -5.8% | +12.9% | +7.5% |
| 30D | -3.3% | -1.5% | -1.9% | -3.4% |
| 3M | -2.5% | +6.1% | -8.6% | -3.2% |
| 6M | -7.2% | +14.4% | -21.6% | -8.7% |
| YTD | -7.4% | +55.3% | -62.7% | -11.4% |
| 1Y | +16.4% | +69.1% | -52.7% | +10.5% |
| 3Y | +178.7% | +254.3% | -75.6% | +147.4% |
| 5Y | +121.7% | +471.4% | -349.7% | +89.8% |
| 10Y | +208.6% | +773.0% | -564.4% | +147.6% |
| All | +208.6% | +762.8% | -554.2% | +147.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling