+779.8%
RMD vs TRGP
+2,299.4%
-1,519.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | +0.2% |
| 7D | +2.1% | +12.4% | -10.3% | +0.8% |
| 30D | +2.1% | +2.6% | -0.5% | +1.6% |
| 3M | +6.2% | +11.9% | -5.6% | +4.7% |
| 6M | +19.4% | +13.9% | +5.5% | +17.2% |
| YTD | +0.5% | +64.2% | -63.7% | -5.3% |
| 1Y | -3.9% | +78.5% | -82.4% | -10.4% |
| 3Y | +72.5% | +272.9% | -200.4% | +48.1% |
| 5Y | -1.5% | +510.7% | -512.2% | -20.0% |
| 10Y | +345.8% | +821.0% | -475.2% | +236.6% |
| All | +779.8% | +2,299.4% | -1,519.6% | +307.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling