+272.9%
TRGP vs FIVE
+40.0%
+233.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +12.4% | +2.7% | +9.7% | +12.1% |
| 30D | +2.6% | +12.7% | -10.0% | +1.5% |
| 3M | +11.9% | +2.1% | +9.8% | +11.5% |
| 6M | +13.9% | +17.5% | -3.6% | +11.5% |
| YTD | +64.2% | +31.0% | +33.2% | +57.8% |
| 1Y | +78.5% | +67.7% | +10.8% | +66.3% |
| 3Y | +272.9% | +43.4% | +229.5% | +209.6% |
| All | +272.9% | +40.0% | +233.0% | +209.6% |
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