+306.7%
TPR vs TRGP
+827.0%
-520.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | -7.3% | -0.7% | -6.6% | -7.1% |
| 30D | -30.7% | +9.5% | -40.2% | -32.8% |
| 3M | -21.6% | +10.8% | -32.4% | -24.6% |
| 6M | -21.3% | +25.3% | -46.7% | -27.9% |
| YTD | -10.2% | +60.3% | -70.4% | -24.2% |
| 1Y | +9.5% | +84.6% | -75.0% | -12.3% |
| 3Y | +280.8% | +264.4% | +16.4% | +139.2% |
| 5Y | +218.7% | +636.6% | -417.9% | +57.5% |
| 10Y | +306.7% | +848.9% | -542.3% | +70.2% |
| All | +306.7% | +827.0% | -520.3% | +70.2% |
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