+62.5%
T vs TRGP
+822.5%
-760.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +2.5% | +12.4% | -9.8% | +1.1% |
| 30D | -3.8% | +2.6% | -6.4% | -4.3% |
| 3M | -8.7% | +11.9% | -20.6% | -10.3% |
| 6M | -8.1% | +13.9% | -22.0% | -10.0% |
| YTD | -6.4% | +64.2% | -70.6% | -12.5% |
| 1Y | -9.8% | +78.5% | -88.3% | -16.5% |
| 3Y | +65.5% | +272.9% | -207.4% | +37.8% |
| 5Y | +57.0% | +510.7% | -453.8% | +21.6% |
| All | +62.5% | +822.5% | -760.0% | +19.8% |
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 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