+803.8%
TRGP vs ALLY
+182.4%
+621.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +2.9% |
| 7D | +2.4% | -2.8% | +5.1% | +4.0% |
| 30D | +0.8% | +1.9% | -1.1% | -0.7% |
| 3M | +10.4% | -12.1% | +22.5% | +17.5% |
| 6M | +16.3% | -9.0% | +25.3% | +20.0% |
| YTD | +61.1% | -12.9% | +74.0% | +67.4% |
| 1Y | +71.6% | -0.1% | +71.7% | +64.2% |
| 3Y | +267.5% | +64.6% | +202.9% | +140.4% |
| 5Y | +488.1% | -10.1% | +498.2% | +420.8% |
| 10Y | +803.8% | +176.7% | +627.1% | +299.7% |
| All | +803.8% | +182.4% | +621.4% | +299.7% |
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