+858.4%
TRGP vs ACM
+131.8%
+726.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.0% |
| 7D | -0.6% | -0.3% | -0.3% | -0.4% |
| 30D | +14.6% | -12.9% | +27.5% | +24.3% |
| 3M | +11.9% | -6.4% | +18.3% | +13.7% |
| 6M | +25.3% | -29.2% | +54.5% | +54.0% |
| YTD | +61.9% | -29.9% | +91.8% | +96.3% |
| 1Y | +87.3% | -47.3% | +134.5% | +179.0% |
| 3Y | +268.0% | -19.6% | +287.6% | +271.1% |
| 5Y | +638.2% | +5.5% | +632.7% | +468.2% |
| All | +858.4% | +131.8% | +726.6% | +355.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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