-20.7%
TLT vs TRGP
+863.3%
-884.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -1.1% | +8.0% | -9.2% | -0.9% |
| 3M | -4.9% | +8.3% | -13.1% | -4.6% |
| 6M | -5.0% | +23.9% | -28.9% | -4.4% |
| YTD | -4.4% | +59.6% | -64.0% | -3.0% |
| 1Y | -6.4% | +79.4% | -85.8% | -4.7% |
| 3Y | -2.0% | +269.4% | -271.4% | +2.2% |
| 5Y | -35.0% | +641.6% | -676.6% | -30.4% |
| All | -20.7% | +863.3% | -884.0% | -17.6% |
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