+773.0%
TRGP vs M
-3.0%
+776.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.7% |
| 7D | -5.8% | +5.0% | -10.8% | -7.2% |
| 30D | -1.5% | +10.6% | -12.1% | -4.7% |
| 3M | +6.1% | +1.6% | +4.5% | +4.7% |
| 6M | +14.4% | +30.8% | -16.5% | +3.8% |
| YTD | +55.3% | +16.9% | +38.5% | +44.1% |
| 1Y | +69.1% | +26.3% | +42.9% | +52.9% |
| 3Y | +254.3% | +158.6% | +95.7% | +135.2% |
| 5Y | +471.4% | +2.1% | +469.3% | +368.0% |
| 10Y | +773.0% | -4.3% | +777.3% | +338.9% |
| All | +773.0% | -3.0% | +776.0% | +338.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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