+821.9%
TRGP vs ALLY
+178.4%
+643.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +3.3% |
| 7D | -0.6% | +1.0% | -1.6% | -1.3% |
| 30D | +14.6% | -3.3% | +17.9% | +16.4% |
| 3M | +11.9% | +0.5% | +11.5% | +10.5% |
| 6M | +25.3% | +12.6% | +12.7% | +14.3% |
| YTD | +61.9% | -4.7% | +66.5% | +61.0% |
| 1Y | +87.3% | +5.2% | +82.0% | +74.4% |
| 3Y | +268.0% | +66.5% | +201.5% | +141.3% |
| 5Y | +638.2% | +0.2% | +638.0% | +513.4% |
| 10Y | +821.9% | +180.8% | +641.2% | +320.2% |
| All | +821.9% | +178.4% | +643.5% | +320.2% |
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