+858.4%
TRGP vs M
-3.0%
+861.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +2.2% |
| 7D | -0.6% | +2.4% | -3.0% | -1.3% |
| 30D | +14.6% | -11.6% | +26.2% | +18.4% |
| 3M | +11.9% | +1.6% | +10.3% | +10.3% |
| 6M | +25.3% | +25.2% | +0.1% | +15.5% |
| YTD | +61.9% | +3.8% | +58.1% | +56.4% |
| 1Y | +87.3% | +36.3% | +50.9% | +65.9% |
| 3Y | +268.0% | +116.3% | +151.7% | +158.6% |
| 5Y | +638.2% | +28.2% | +610.0% | +445.1% |
| All | +858.4% | -3.0% | +861.4% | +393.0% |
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