+66.9%
T vs TRGP
+868.8%
-801.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -2.4% | -0.6% | -1.9% | -2.4% |
| 30D | +4.3% | +10.0% | -5.7% | +3.0% |
| 3M | +11.6% | +7.6% | +3.9% | +10.4% |
| 6M | -5.6% | +26.8% | -32.4% | -8.5% |
| YTD | +6.6% | +60.6% | -54.0% | +0.2% |
| 1Y | -8.4% | +82.5% | -90.9% | -15.4% |
| 3Y | +107.8% | +265.0% | -157.2% | +73.8% |
| 5Y | +68.3% | +645.9% | -577.6% | +27.6% |
| All | +66.9% | +868.8% | -801.8% | +19.5% |
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