+2,174.7%
TRGP vs MTB
+367.0%
+1,807.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +0.8% | +1.7% | -1.0% | -0.3% |
| 30D | +11.5% | -4.2% | +15.7% | +14.2% |
| 3M | +9.0% | +8.9% | +0.1% | +2.9% |
| 6M | +20.5% | +10.9% | +9.6% | +11.9% |
| YTD | +59.5% | +21.5% | +38.0% | +39.4% |
| 1Y | +77.9% | +21.9% | +56.0% | +54.8% |
| 3Y | +253.6% | +109.2% | +144.3% | +111.4% |
| 5Y | +615.5% | +102.0% | +513.5% | +308.1% |
| 10Y | +897.1% | +171.9% | +725.2% | +378.7% |
| All | +2,174.7% | +367.0% | +1,807.6% | +716.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling