-34.5%
TLT vs TRGP
+646.8%
-681.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | +0.4% | -0.6% | +1.0% | +0.4% |
| 30D | -0.3% | +14.6% | -14.9% | -0.1% |
| 3M | -1.7% | +11.9% | -13.7% | -1.5% |
| 6M | -4.9% | +25.3% | -30.2% | -4.6% |
| YTD | -2.8% | +61.9% | -64.7% | -2.2% |
| 1Y | -4.2% | +87.3% | -91.5% | -3.5% |
| 3Y | -1.1% | +268.0% | -269.1% | 0.0% |
| All | -34.5% | +646.8% | -681.3% | -30.3% |
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