+773.0%
TRGP vs ALLY
+182.8%
+590.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +5.0% | +4.0% |
| 7D | -5.8% | -0.7% | -5.1% | -5.6% |
| 30D | -1.5% | +1.1% | -2.6% | -2.6% |
| 3M | +6.1% | -13.2% | +19.3% | +13.7% |
| 6M | +14.4% | -13.5% | +27.8% | +21.2% |
| YTD | +55.3% | -14.3% | +69.6% | +62.7% |
| 1Y | +69.1% | -1.1% | +70.3% | +62.7% |
| 3Y | +254.3% | +62.0% | +192.3% | +133.7% |
| 5Y | +471.4% | -9.6% | +481.1% | +402.0% |
| 10Y | +773.0% | +176.0% | +597.1% | +287.0% |
| All | +773.0% | +182.8% | +590.2% | +287.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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