+264.6%
TRGP vs AS
+125.3%
+139.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +1.8% |
| 7D | +9.0% | -3.6% | +12.6% | +9.3% |
| 30D | +1.5% | +3.4% | -1.9% | +1.1% |
| 3M | +10.7% | -8.6% | +19.3% | +11.5% |
| 6M | +17.1% | -10.0% | +27.2% | +17.6% |
| YTD | +63.6% | -19.2% | +82.8% | +65.8% |
| 1Y | +77.0% | -3.8% | +80.8% | +73.7% |
| All | +264.6% | +125.3% | +139.3% | +221.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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