+74.3%
F vs TRGP
+762.8%
-688.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.5% |
| 7D | +1.0% | -5.8% | +6.7% | +2.6% |
| 30D | +2.1% | -1.5% | +3.6% | +2.1% |
| 3M | -10.3% | +6.1% | -16.4% | -12.5% |
| 6M | +3.3% | +14.4% | -11.1% | -2.0% |
| YTD | -2.0% | +55.3% | -57.3% | -15.8% |
| 1Y | -2.3% | +69.1% | -71.4% | -18.3% |
| 3Y | +49.9% | +254.3% | -204.4% | -2.4% |
| 5Y | -12.5% | +471.4% | -483.9% | -50.6% |
| 10Y | +74.3% | +773.0% | -698.8% | -24.0% |
| All | +74.3% | +762.8% | -688.5% | -24.0% |
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