+850.1%
TRGP vs BR
+189.7%
+660.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | +0.1% | -3.0% | +3.0% | +1.4% |
| 30D | +8.0% | -0.3% | +8.3% | +7.9% |
| 3M | +8.3% | +17.3% | -9.0% | -0.8% |
| 6M | +23.9% | -6.7% | +30.6% | +26.2% |
| YTD | +59.6% | -23.4% | +83.1% | +78.9% |
| 1Y | +79.4% | -32.7% | +112.1% | +115.5% |
| 3Y | +269.4% | -5.9% | +275.3% | +264.2% |
| 5Y | +641.6% | +8.4% | +633.2% | +556.1% |
| All | +850.1% | +189.7% | +660.5% | +536.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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