+855.6%
TRGP vs LEN
+103.6%
+752.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.5% |
| 7D | -0.6% | -7.8% | +7.2% | +2.4% |
| 30D | +10.0% | -11.0% | +21.0% | +14.5% |
| 3M | +7.6% | -12.8% | +20.4% | +11.7% |
| 6M | +26.8% | -20.2% | +47.0% | +34.8% |
| YTD | +60.6% | -23.0% | +83.6% | +72.0% |
| 1Y | +82.5% | -41.8% | +124.3% | +117.6% |
| 3Y | +265.0% | -28.8% | +293.8% | +271.3% |
| 5Y | +645.9% | -12.6% | +658.5% | +546.4% |
| All | +855.6% | +103.6% | +752.0% | +480.0% |
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