+87.3%
TRGP vs FIVE
+65.4%
+21.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.5% |
| 7D | -0.6% | +3.7% | -4.3% | -0.5% |
| 30D | +14.6% | +4.0% | +10.6% | +14.7% |
| 3M | +11.9% | +36.2% | -24.3% | +11.7% |
| 6M | +25.3% | +18.0% | +7.3% | +24.2% |
| YTD | +61.9% | +34.9% | +27.0% | +57.5% |
| 1Y | +87.3% | +67.9% | +19.4% | +77.2% |
| All | +87.3% | +65.4% | +21.9% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling