+838.7%
TRGP vs RACE
+793.9%
+44.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.4% |
| 7D | +0.8% | -2.5% | +3.3% | +1.7% |
| 30D | +11.5% | +0.8% | +10.7% | +10.9% |
| 3M | +9.0% | +17.2% | -8.2% | +1.0% |
| 6M | +20.5% | +13.6% | +6.9% | +12.1% |
| YTD | +59.5% | +12.2% | +47.3% | +48.0% |
| 1Y | +77.9% | -16.3% | +94.2% | +86.7% |
| 3Y | +253.6% | +36.4% | +217.1% | +177.0% |
| 5Y | +615.5% | +95.0% | +520.5% | +346.6% |
| All | +838.7% | +793.9% | +44.9% | +279.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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