+2,174.7%
TRGP vs M
+58.3%
+2,116.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.9% |
| 7D | +0.8% | +4.7% | -4.0% | -0.6% |
| 30D | +11.5% | -9.6% | +21.2% | +14.6% |
| 3M | +9.0% | +0.9% | +8.1% | +7.7% |
| 6M | +20.5% | +22.3% | -1.8% | +11.6% |
| YTD | +59.5% | +6.5% | +53.0% | +52.8% |
| 1Y | +77.9% | +38.8% | +39.1% | +56.4% |
| 3Y | +253.6% | +115.9% | +137.7% | +147.5% |
| 5Y | +615.5% | +28.6% | +586.8% | +427.6% |
| 10Y | +897.1% | -2.5% | +899.6% | +492.7% |
| All | +2,174.7% | +58.3% | +2,116.4% | +929.4% |
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