+636.6%
TRGP vs MTB
+103.4%
+533.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -0.7% | +1.1% | -1.8% | -1.1% |
| 30D | +9.5% | -4.6% | +14.1% | +11.4% |
| 3M | +10.8% | +6.3% | +4.6% | +7.7% |
| 6M | +25.3% | +15.6% | +9.7% | +17.2% |
| YTD | +60.3% | +20.6% | +39.7% | +46.7% |
| 1Y | +84.6% | +22.5% | +62.0% | +67.5% |
| 3Y | +264.4% | +114.4% | +149.9% | +158.3% |
| 5Y | +636.6% | +101.9% | +534.7% | +389.4% |
| All | +636.6% | +103.4% | +533.2% | +389.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling