+2,189.3%
TRGP vs MKTX
+916.4%
+1,272.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | +10.0% | +0.8% | +9.1% | +9.8% |
| 3M | +7.6% | +41.1% | -33.5% | +0.2% |
| 6M | +26.8% | -9.5% | +36.3% | +28.2% |
| YTD | +60.6% | -8.7% | +69.2% | +61.8% |
| 1Y | +82.5% | -10.0% | +92.4% | +84.2% |
| 3Y | +265.0% | -24.6% | +289.6% | +270.1% |
| 5Y | +645.9% | -60.3% | +706.2% | +749.7% |
| 10Y | +850.6% | +5.0% | +845.6% | +710.7% |
| All | +2,189.3% | +916.4% | +1,272.8% | +1,012.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling