+855.6%
TRGP vs MTB
+172.9%
+682.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | -0.6% | -0.4% | -0.1% | -0.3% |
| 30D | +10.0% | -4.6% | +14.6% | +12.9% |
| 3M | +7.6% | +7.4% | +0.2% | +2.4% |
| 6M | +26.8% | +18.7% | +8.1% | +12.8% |
| YTD | +60.6% | +21.1% | +39.5% | +40.3% |
| 1Y | +82.5% | +24.1% | +58.4% | +56.7% |
| 3Y | +265.0% | +115.3% | +149.7% | +112.0% |
| 5Y | +645.9% | +106.0% | +539.9% | +310.4% |
| All | +855.6% | +172.9% | +682.7% | +402.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling