+309.3%
TEL vs TRGP
+863.3%
-553.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.7% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | -0.7% | +8.0% | -8.7% | -2.7% |
| 3M | +2.4% | +8.3% | -5.8% | -0.1% |
| 6M | +4.1% | +23.9% | -19.8% | -2.2% |
| YTD | -5.8% | +59.6% | -65.5% | -17.1% |
| 1Y | +0.9% | +79.4% | -78.6% | -14.0% |
| 3Y | +72.6% | +269.4% | -196.8% | +21.7% |
| 5Y | +57.5% | +641.6% | -584.1% | -6.8% |
| All | +309.3% | +863.3% | -553.9% | +87.6% |
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