-11.4%
MSCI vs TRGP
+631.5%
-642.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.5% | -5.2% | -4.1% |
| 7D | -2.1% | -0.6% | -1.5% | -1.9% |
| 30D | -1.7% | +14.6% | -16.3% | -5.2% |
| 3M | -8.2% | +11.9% | -20.2% | -11.3% |
| 6M | -2.4% | +25.3% | -27.7% | -9.0% |
| YTD | -2.8% | +61.9% | -64.7% | -16.0% |
| 1Y | -2.7% | +87.3% | -89.9% | -19.8% |
| 3Y | +7.3% | +268.0% | -260.7% | -31.6% |
| 5Y | -11.4% | +638.2% | -649.6% | -51.2% |
| All | -11.4% | +631.5% | -642.9% | -51.2% |
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