+272.5%
RF vs TRGP
+757.5%
-485.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +0.7% |
| 7D | -0.9% | -16.0% | +15.1% | +5.8% |
| 30D | +6.0% | -6.4% | +12.5% | +8.3% |
| 3M | -8.9% | -1.0% | -7.9% | -9.4% |
| 6M | +2.3% | +7.0% | -4.6% | -2.0% |
| YTD | +7.6% | +46.1% | -38.6% | -9.9% |
| 1Y | +21.2% | +58.7% | -37.5% | -2.0% |
| 3Y | +108.5% | +221.9% | -113.3% | +23.7% |
| 5Y | +43.2% | +419.9% | -376.7% | -31.3% |
| All | +272.5% | +757.5% | -485.0% | +16.7% |
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