+38.5%
D vs TRGP
+827.0%
-788.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -0.4% | -0.7% | +0.3% | -0.4% |
| 30D | -2.1% | +9.5% | -11.5% | -2.7% |
| 3M | -0.7% | +10.8% | -11.6% | -1.5% |
| 6M | +5.6% | +25.3% | -19.8% | +3.9% |
| YTD | +14.6% | +60.3% | -45.7% | +10.9% |
| 1Y | +15.3% | +84.6% | -69.2% | +10.6% |
| 3Y | +59.1% | +264.4% | -205.2% | +45.9% |
| 5Y | +3.9% | +636.6% | -632.7% | -8.1% |
| 10Y | +38.5% | +848.9% | -810.4% | +25.4% |
| All | +38.5% | +827.0% | -788.5% | +25.4% |
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