+90.0%
RSG vs TRGP
+628.1%
-538.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.8% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +4.0% | +8.0% | -4.1% | +2.6% |
| 3M | +7.4% | +8.3% | -0.9% | +5.8% |
| 6M | +0.1% | +23.9% | -23.8% | -3.6% |
| YTD | +6.0% | +59.6% | -53.6% | -1.9% |
| 1Y | -3.0% | +79.4% | -82.4% | -12.1% |
| 3Y | +56.5% | +269.4% | -212.9% | +23.7% |
| All | +90.0% | +628.1% | -538.1% | +38.7% |
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 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