+584.5%
RIO vs TRGP
+863.3%
-278.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.7% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +0.9% | +8.0% | -7.1% | -1.1% |
| 3M | -1.4% | +8.3% | -9.7% | -3.8% |
| 6M | +10.9% | +23.9% | -13.0% | +4.4% |
| YTD | +31.2% | +59.6% | -28.4% | +15.9% |
| 1Y | +67.9% | +79.4% | -11.5% | +43.5% |
| 3Y | +88.8% | +269.4% | -180.6% | +31.4% |
| 5Y | +93.1% | +641.6% | -548.5% | +13.4% |
| All | +584.5% | +863.3% | -278.7% | +230.8% |
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