+51.5%
RSP vs TRGP
+631.5%
-580.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.4% |
| 7D | -0.4% | -0.6% | +0.2% | -0.3% |
| 30D | -1.5% | +14.6% | -16.1% | -5.2% |
| 3M | +4.8% | +11.9% | -7.1% | +1.1% |
| 6M | +10.3% | +25.3% | -15.0% | +2.6% |
| YTD | +14.1% | +61.9% | -47.8% | -1.7% |
| 1Y | +17.0% | +87.3% | -70.3% | -4.0% |
| 3Y | +54.2% | +268.0% | -213.8% | -0.7% |
| 5Y | +51.5% | +638.2% | -586.7% | -23.4% |
| All | +51.5% | +631.5% | -580.0% | -23.4% |
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