-53.1%
TE vs TRGP
+750.1%
-803.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.7% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | -5.9% | +8.0% | -14.0% | -7.1% |
| 3M | -45.6% | +8.3% | -53.8% | -46.4% |
| 6M | -43.4% | +23.9% | -67.3% | -45.8% |
| YTD | -31.0% | +59.6% | -90.6% | -36.7% |
| 1Y | +145.2% | +79.4% | +65.8% | +120.1% |
| 3Y | -24.1% | +269.4% | -293.5% | -37.2% |
| 5Y | -48.1% | +641.6% | -689.8% | -58.8% |
| All | -53.1% | +750.1% | -803.2% | -63.7% |
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 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