+810.9%
TRGP vs RBA
+207.2%
+603.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +12.4% | +1.7% | +10.6% | +11.6% |
| 30D | +2.6% | +8.3% | -5.7% | -1.1% |
| 3M | +11.9% | +10.5% | +1.3% | +6.6% |
| 6M | +13.9% | -5.9% | +19.8% | +14.2% |
| YTD | +64.2% | -6.9% | +71.1% | +63.0% |
| 1Y | +78.5% | -4.9% | +83.4% | +75.3% |
| 3Y | +272.9% | +64.5% | +208.5% | +174.3% |
| 5Y | +510.7% | +46.1% | +464.6% | +353.5% |
| All | +810.9% | +207.2% | +603.8% | +278.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling