+1,943.2%
MSCI vs TRGP
+2,170.2%
-227.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +1.1% |
| 7D | +2.7% | -5.8% | +8.4% | +3.8% |
| 30D | +16.2% | -1.5% | +17.7% | +16.3% |
| 3M | +17.1% | +6.1% | +11.0% | +15.3% |
| 6M | +13.0% | +14.4% | -1.4% | +9.3% |
| YTD | +15.8% | +55.3% | -39.6% | +5.1% |
| 1Y | +15.5% | +69.1% | -53.6% | +3.1% |
| 3Y | +32.3% | +254.3% | -222.0% | +0.9% |
| 5Y | +8.2% | +471.4% | -463.2% | -25.3% |
| 10Y | +800.7% | +773.0% | +27.7% | +386.8% |
| All | +1,943.2% | +2,170.2% | -227.1% | +501.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling