+409.5%
TRGP vs RACE
+65.0%
+344.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.4% |
| 7D | -16.0% | +5.1% | -21.1% | -16.9% |
| 30D | -6.4% | +7.7% | -14.1% | -7.9% |
| 3M | -1.0% | +2.2% | -3.1% | -1.6% |
| 6M | +7.0% | +23.8% | -16.8% | +1.0% |
| YTD | +46.1% | +13.9% | +32.2% | +39.9% |
| 1Y | +58.7% | +3.8% | +54.9% | +56.2% |
| 3Y | +221.9% | +28.0% | +193.8% | +180.4% |
| All | +409.5% | +65.0% | +344.5% | +284.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling