+100.4%
RIO vs TRGP
+625.7%
-525.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +1.0% | -0.7% | +1.7% | +1.2% |
| 30D | +4.0% | +9.5% | -5.4% | +1.0% |
| 3M | +4.5% | +10.8% | -6.3% | +0.6% |
| 6M | +17.3% | +25.3% | -8.0% | +7.7% |
| YTD | +36.2% | +60.3% | -24.1% | +14.6% |
| 1Y | +76.1% | +84.6% | -8.4% | +40.3% |
| 3Y | +102.5% | +264.4% | -161.8% | +11.3% |
| All | +100.4% | +625.7% | -525.3% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling