+93.3%
TRGP vs Q
+78.4%
+14.9%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -0.9% |
| 7D | -0.7% | +6.6% | -7.3% | -0.5% |
| 30D | +9.5% | -6.6% | +16.0% | +9.2% |
| 3M | +10.8% | -13.2% | +24.0% | +10.7% |
| 6M | +25.3% | +9.9% | +15.4% | +24.8% |
| YTD | +60.3% | +53.9% | +6.3% | +61.2% |
| All | +93.3% | +78.4% | +14.9% | +93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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