+850.1%
TRGP vs AGI
+392.3%
+457.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | +0.1% | -2.7% | +2.8% | +0.3% |
| 30D | +8.0% | +7.2% | +0.8% | +7.2% |
| 3M | +8.3% | +4.3% | +4.0% | +7.4% |
| 6M | +23.9% | -27.1% | +51.0% | +26.6% |
| YTD | +59.6% | -6.6% | +66.2% | +58.3% |
| 1Y | +79.4% | +9.5% | +69.9% | +74.4% |
| 3Y | +269.4% | +208.4% | +61.0% | +219.1% |
| 5Y | +641.6% | +401.6% | +240.0% | +506.8% |
| All | +850.1% | +392.3% | +457.8% | +751.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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