+261.9%
TRGP vs M
+123.1%
+138.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.4% |
| 7D | +0.8% | +4.7% | -4.0% | +0.3% |
| 30D | +11.5% | -9.6% | +21.2% | +12.5% |
| 3M | +9.0% | +0.9% | +8.1% | +8.5% |
| 6M | +20.5% | +22.3% | -1.8% | +17.2% |
| YTD | +59.5% | +6.5% | +53.0% | +57.5% |
| 1Y | +77.9% | +38.8% | +39.1% | +69.4% |
| All | +261.9% | +123.1% | +138.9% | +215.0% |
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 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