+488.1%
TRGP vs ACI
-41.8%
+530.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +3.9% |
| 7D | +2.4% | -5.3% | +7.7% | +3.3% |
| 30D | +0.8% | +5.0% | -4.2% | -0.2% |
| 3M | +10.4% | +7.5% | +2.8% | +8.6% |
| 6M | +16.3% | -16.0% | +32.3% | +19.0% |
| YTD | +61.1% | -20.6% | +81.8% | +66.4% |
| 1Y | +71.6% | -23.5% | +95.1% | +78.6% |
| 3Y | +267.5% | -32.1% | +299.6% | +287.6% |
| 5Y | +488.1% | -42.5% | +530.7% | +513.7% |
| All | +488.1% | -41.8% | +530.0% | +513.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling