+1,721.1%
TRGP vs ACI
+17.4%
+1,703.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.4% |
| 7D | -0.6% | -7.1% | +6.5% | +0.5% |
| 30D | +10.0% | -4.5% | +14.5% | +10.6% |
| 3M | +7.6% | -22.3% | +29.9% | +11.2% |
| 6M | +26.8% | -28.4% | +55.2% | +32.7% |
| YTD | +60.6% | -29.5% | +90.1% | +68.2% |
| 1Y | +82.5% | -34.2% | +116.7% | +93.2% |
| 3Y | +265.0% | -45.7% | +310.7% | +296.7% |
| 5Y | +645.9% | -40.8% | +686.7% | +682.8% |
| All | +1,721.1% | +17.4% | +1,703.7% | +1,674.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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