+810.9%
TRGP vs ALLY
+174.3%
+636.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | +12.4% | +0.4% | +12.0% | +12.1% |
| 30D | +2.6% | +5.2% | -2.6% | -0.7% |
| 3M | +11.9% | -13.3% | +25.2% | +20.0% |
| 6M | +13.9% | -6.7% | +20.6% | +16.0% |
| YTD | +64.2% | -12.8% | +77.0% | +70.5% |
| 1Y | +78.5% | +0.7% | +77.8% | +70.1% |
| 3Y | +272.9% | +65.2% | +207.7% | +143.3% |
| 5Y | +510.7% | -10.1% | +520.9% | +441.2% |
| All | +810.9% | +174.3% | +636.6% | +307.5% |
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