+523.8%
RSP vs TRGP
+2,108.2%
-1,584.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.4% | -1.1% | +1.6% |
| 7D | +0.4% | -7.2% | +7.6% | +1.9% |
| 30D | +3.7% | -4.2% | +7.9% | +4.4% |
| 3M | +0.8% | +7.0% | -6.2% | -1.0% |
| 6M | +9.1% | +11.2% | -2.2% | +6.0% |
| YTD | +16.7% | +51.1% | -34.4% | +6.3% |
| 1Y | +19.7% | +62.0% | -42.3% | +7.3% |
| 3Y | +66.7% | +248.2% | -181.5% | +26.6% |
| 5Y | +48.7% | +432.4% | -383.7% | +2.7% |
| 10Y | +215.6% | +739.5% | -524.0% | +74.7% |
| All | +523.8% | +2,108.2% | -1,584.3% | +115.8% |
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