-42.2%
RIG vs TRGP
+863.3%
-905.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.3% |
| 7D | -3.1% | +0.1% | -3.1% | -3.2% |
| 30D | -0.5% | +8.0% | -8.6% | -7.3% |
| 3M | -6.0% | +8.3% | -14.2% | -12.8% |
| 6M | -10.1% | +23.9% | -34.1% | -25.5% |
| YTD | +37.3% | +59.6% | -22.4% | -7.5% |
| 1Y | +73.9% | +79.4% | -5.5% | +5.9% |
| 3Y | -30.2% | +269.4% | -299.6% | -76.9% |
| 5Y | +62.5% | +641.6% | -579.2% | -66.9% |
| All | -42.2% | +863.3% | -905.5% | -89.7% |
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