-48.5%
TE vs TRGP
+627.0%
-675.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.2% | -6.9% | -6.8% |
| 7D | +0.9% | -0.6% | +1.4% | +1.2% |
| 30D | -16.3% | +10.0% | -26.2% | -20.2% |
| 3M | -40.8% | +7.6% | -48.4% | -43.6% |
| 6M | -42.6% | +26.8% | -69.4% | -50.9% |
| YTD | -31.4% | +60.6% | -92.0% | -49.0% |
| 1Y | +144.9% | +82.5% | +62.4% | +67.0% |
| 3Y | -26.0% | +265.0% | -291.0% | -66.1% |
| 5Y | -48.5% | +645.9% | -694.4% | -81.1% |
| All | -48.5% | +627.0% | -675.5% | -81.1% |
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 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