+87.9%
TRGP vs RBA
-2.0%
+89.8%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.6% | -4.4% |
| 7D | -6.5% | +12.7% | -19.1% | -6.1% |
| 30D | -0.4% | +15.5% | -16.0% | 0.0% |
| 3M | +8.8% | -14.0% | +22.9% | +8.2% |
| 6M | +11.0% | -8.8% | +19.8% | +10.5% |
| YTD | +57.4% | -6.9% | +64.3% | +58.0% |
| 1Y | +87.9% | -3.0% | +90.8% | +88.7% |
| All | +87.9% | -2.0% | +89.8% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling