+588.9%
RVMD vs TRGP
+628.1%
-39.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.2% |
| 3M | +36.5% | +8.3% | +28.3% | +32.7% |
| 6M | +104.6% | +23.9% | +80.7% | +89.1% |
| YTD | +155.8% | +59.6% | +96.2% | +115.7% |
| 1Y | +340.7% | +79.4% | +261.2% | +254.0% |
| 3Y | +519.9% | +269.4% | +250.5% | +266.5% |
| All | +588.9% | +628.1% | -39.2% | +220.7% |
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