+2,054.5%
TRGP vs M
+72.8%
+1,981.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.1% | -4.7% | +1.1% |
| 7D | -7.2% | +2.5% | -9.7% | -8.0% |
| 30D | -4.2% | +10.1% | -14.2% | -7.2% |
| 3M | +7.0% | -0.9% | +7.9% | +6.2% |
| 6M | +11.2% | +30.2% | -18.9% | +0.9% |
| YTD | +51.1% | +16.3% | +34.8% | +40.1% |
| 1Y | +62.0% | +27.0% | +35.1% | +45.8% |
| 3Y | +248.2% | +154.5% | +93.7% | +131.0% |
| 5Y | +432.4% | -1.1% | +433.5% | +338.1% |
| 10Y | +739.5% | +0.5% | +739.0% | +393.3% |
| All | +2,054.5% | +72.8% | +1,981.7% | +843.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling