+1,080.9%
TRGP vs FIVE
+868.1%
+212.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.1% | -6.3% | -2.5% |
| 7D | +0.8% | +4.3% | -3.5% | -0.4% |
| 30D | +11.5% | +12.5% | -1.0% | +7.7% |
| 3M | +9.0% | +31.2% | -22.2% | +0.7% |
| 6M | +20.5% | +14.4% | +6.1% | +14.0% |
| YTD | +59.5% | +33.9% | +25.6% | +44.2% |
| 1Y | +77.9% | +65.1% | +12.9% | +50.8% |
| 3Y | +253.6% | +49.0% | +204.6% | +185.5% |
| 5Y | +615.5% | +30.3% | +585.2% | +474.1% |
| 10Y | +897.1% | +481.1% | +416.0% | +418.2% |
| All | +1,080.9% | +868.1% | +212.8% | +458.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling