+636.6%
TRGP vs ACI
-43.7%
+680.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.6% |
| 7D | -0.7% | -5.0% | +4.3% | +0.1% |
| 30D | +9.5% | -2.3% | +11.8% | +9.8% |
| 3M | +10.8% | -23.2% | +34.0% | +15.2% |
| 6M | +25.3% | -29.5% | +54.8% | +32.3% |
| YTD | +60.3% | -28.6% | +88.9% | +68.5% |
| 1Y | +84.6% | -34.0% | +118.6% | +96.8% |
| 3Y | +264.4% | -45.0% | +309.3% | +300.4% |
| 5Y | +636.6% | -44.0% | +680.6% | +688.5% |
| All | +636.6% | -43.7% | +680.3% | +688.5% |
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