+262.7%
TRGP vs FIVE
+57.9%
+204.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -1.7% |
| 7D | +0.8% | +4.3% | -3.5% | +0.4% |
| 30D | +11.5% | +12.5% | -1.0% | +10.1% |
| 3M | +9.0% | +31.2% | -22.2% | +5.7% |
| 6M | +20.5% | +14.4% | +6.1% | +18.0% |
| YTD | +59.5% | +33.9% | +25.6% | +53.0% |
| 1Y | +77.9% | +65.1% | +12.9% | +65.8% |
| All | +262.7% | +57.9% | +204.8% | +199.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling