+4.9%
MSCI vs TRGP
+426.9%
-422.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | 0.0% |
| 7D | +1.5% | -7.2% | +8.6% | +3.2% |
| 30D | +14.4% | -4.2% | +18.6% | +15.1% |
| 3M | +15.2% | +7.0% | +8.2% | +12.4% |
| 6M | +11.2% | +11.2% | 0.0% | +6.6% |
| YTD | +13.9% | +51.1% | -37.2% | -0.8% |
| 1Y | +12.5% | +62.0% | -49.5% | -4.3% |
| 3Y | +32.3% | +248.2% | -215.9% | -16.9% |
| 5Y | +4.9% | +432.4% | -427.5% | -45.8% |
| All | +4.9% | +426.9% | -422.0% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling