+88.8%
RIO vs TRGP
+260.3%
-171.5%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | +0.9% | +8.0% | -7.1% | -0.2% |
| 3M | -1.4% | +8.3% | -9.7% | -2.7% |
| 6M | +10.9% | +23.9% | -13.0% | +6.8% |
| YTD | +31.2% | +59.6% | -28.4% | +20.7% |
| 1Y | +67.9% | +79.4% | -11.5% | +51.0% |
| 3Y | +88.8% | +269.4% | -180.6% | +32.7% |
| All | +88.8% | +260.3% | -171.5% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling