+508.6%
TRGP vs LEN
-12.2%
+520.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.9% |
| 7D | +9.0% | -8.7% | +17.8% | +10.0% |
| 30D | +1.5% | +11.6% | -10.0% | -0.1% |
| 3M | +10.7% | -1.3% | +12.0% | +10.4% |
| 6M | +17.1% | -1.4% | +18.6% | +16.1% |
| YTD | +63.6% | -16.9% | +80.5% | +66.4% |
| 1Y | +77.0% | -31.2% | +108.1% | +86.3% |
| 3Y | +273.2% | -25.6% | +298.7% | +269.3% |
| 5Y | +508.6% | -13.3% | +521.9% | +440.7% |
| All | +508.6% | -12.2% | +520.8% | +440.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling