+446.3%
TRGP vs QSR
+211.0%
+235.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.8% | +3.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +14.6% | +5.9% | +8.6% | +10.1% |
| 3M | +11.9% | +10.5% | +1.5% | +3.9% |
| 6M | +25.3% | +7.7% | +17.6% | +17.2% |
| YTD | +61.9% | +16.8% | +45.1% | +42.7% |
| 1Y | +87.3% | +30.9% | +56.4% | +51.7% |
| 3Y | +268.0% | +28.2% | +239.8% | +186.1% |
| 5Y | +638.2% | +45.0% | +593.2% | +405.6% |
| 10Y | +821.9% | +127.3% | +694.6% | +324.0% |
| All | +446.3% | +211.0% | +235.4% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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