+200.1%
EXC vs TRGP
+826.3%
-626.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.3% |
| 7D | -1.4% | +2.4% | -3.7% | -1.7% |
| 30D | +8.3% | +0.8% | +7.5% | +8.0% |
| 3M | +2.6% | +10.4% | -7.7% | +1.0% |
| 6M | +5.2% | +16.3% | -11.1% | +2.7% |
| YTD | +7.5% | +61.1% | -53.6% | +0.3% |
| 1Y | +3.2% | +71.6% | -68.4% | -4.6% |
| 3Y | +29.5% | +267.5% | -237.9% | +6.1% |
| 5Y | +39.7% | +488.1% | -448.5% | +6.2% |
| 10Y | +200.1% | +803.8% | -603.7% | +97.7% |
| All | +200.1% | +826.3% | -626.2% | +97.7% |
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