+605.1%
RVMD vs TRGP
+804.6%
-199.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -3.0% | +0.1% | -3.0% | -3.0% |
| 30D | -0.7% | +8.0% | -8.8% | -2.8% |
| 3M | +36.5% | +8.3% | +28.3% | +33.2% |
| 6M | +104.6% | +23.9% | +80.7% | +91.8% |
| YTD | +155.8% | +59.6% | +96.2% | +123.1% |
| 1Y | +340.7% | +79.4% | +261.2% | +270.7% |
| 3Y | +519.9% | +269.4% | +250.5% | +323.2% |
| 5Y | +584.9% | +641.6% | -56.7% | +286.7% |
| All | +605.1% | +804.6% | -199.5% | +187.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling