+221.9%
TRGP vs M
+100.8%
+121.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.6% | +1.9% | -2.3% |
| 7D | -16.0% | -4.3% | -11.7% | -15.7% |
| 30D | -6.4% | +1.3% | -7.7% | -6.6% |
| 3M | -1.0% | -7.4% | +6.4% | -0.5% |
| 6M | +7.0% | +18.3% | -11.4% | +4.5% |
| YTD | +46.1% | +7.6% | +38.5% | +43.9% |
| 1Y | +58.7% | +17.4% | +41.3% | +54.4% |
| 3Y | +221.9% | +108.4% | +113.5% | +178.1% |
| All | +221.9% | +100.8% | +121.1% | +178.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling