+810.9%
TRGP vs LEN
+136.9%
+674.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +12.4% | -5.8% | +18.2% | +14.6% |
| 30D | +2.6% | +13.7% | -11.1% | -3.2% |
| 3M | +11.9% | -3.9% | +15.7% | +11.4% |
| 6M | +13.9% | -0.4% | +14.3% | +10.2% |
| YTD | +64.2% | -16.8% | +81.0% | +68.1% |
| 1Y | +78.5% | -29.5% | +108.0% | +94.6% |
| 3Y | +272.9% | -25.6% | +298.5% | +269.5% |
| 5Y | +510.7% | -13.2% | +523.9% | +430.9% |
| All | +810.9% | +136.9% | +674.0% | +393.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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