+274.6%
TRGP vs MTB
+113.0%
+161.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.0% | +1.7% |
| 7D | -0.6% | +2.8% | -3.4% | -1.6% |
| 30D | +14.6% | -4.2% | +18.7% | +16.2% |
| 3M | +11.9% | +7.8% | +4.1% | +8.4% |
| 6M | +25.3% | +14.8% | +10.5% | +18.0% |
| YTD | +61.9% | +20.8% | +41.1% | +48.6% |
| 1Y | +87.3% | +23.1% | +64.2% | +70.3% |
| All | +274.6% | +113.0% | +161.6% | +184.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling