+773.0%
TRGP vs ACM
+133.7%
+639.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.4% |
| 7D | -5.8% | +6.6% | -12.4% | -10.0% |
| 30D | -1.5% | +19.8% | -21.3% | -13.7% |
| 3M | +6.1% | -3.1% | +9.2% | +5.8% |
| 6M | +14.4% | -11.5% | +25.9% | +19.0% |
| YTD | +55.3% | -24.7% | +80.0% | +77.7% |
| 1Y | +69.1% | -45.1% | +114.2% | +145.8% |
| 3Y | +254.3% | -8.9% | +263.2% | +221.6% |
| 5Y | +471.4% | +5.4% | +466.0% | +341.9% |
| 10Y | +773.0% | +131.1% | +641.9% | +294.2% |
| All | +773.0% | +133.7% | +639.3% | +294.2% |
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