-20.8%
TLT vs TRGP
+868.8%
-889.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -1.6% | -0.6% | -1.0% | -1.6% |
| 30D | -1.3% | +10.0% | -11.3% | -1.0% |
| 3M | -3.7% | +7.6% | -11.3% | -3.5% |
| 6M | -6.4% | +26.8% | -33.1% | -5.6% |
| YTD | -4.5% | +60.6% | -65.0% | -3.1% |
| 1Y | -5.9% | +82.5% | -88.3% | -4.1% |
| 3Y | -2.8% | +265.0% | -267.8% | +1.3% |
| 5Y | -35.1% | +645.9% | -681.0% | -30.4% |
| All | -20.8% | +868.8% | -889.5% | -17.7% |
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