+620.9%
TRGP vs MKTX
-60.5%
+681.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +8.0% | +0.7% | +7.3% | +8.0% |
| 3M | +8.3% | +40.8% | -32.5% | +4.8% |
| 6M | +23.9% | -8.0% | +31.9% | +24.8% |
| YTD | +59.6% | -8.7% | +68.4% | +60.8% |
| 1Y | +79.4% | -11.8% | +91.3% | +81.1% |
| 3Y | +269.4% | -24.0% | +293.5% | +270.7% |
| All | +620.9% | -60.5% | +681.4% | +626.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling