+239.8%
RF vs TRGP
+762.8%
-523.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.9% |
| 7D | +0.3% | -5.8% | +6.1% | +2.6% |
| 30D | +6.2% | -1.5% | +7.7% | +6.3% |
| 3M | -7.8% | +6.1% | -13.9% | -10.8% |
| 6M | +5.9% | +14.4% | -8.4% | -1.2% |
| YTD | +9.0% | +55.3% | -46.3% | -10.9% |
| 1Y | +19.3% | +69.1% | -49.9% | -6.0% |
| 3Y | +116.4% | +254.3% | -137.9% | +23.6% |
| 5Y | +46.0% | +471.4% | -425.4% | -32.5% |
| 10Y | +239.8% | +773.0% | -533.2% | +4.5% |
| All | +239.8% | +762.8% | -523.0% | +4.5% |
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