+87.3%
TRGP vs RBA
-28.4%
+115.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.4% | +1.4% |
| 7D | -0.6% | -1.1% | +0.5% | -0.6% |
| 30D | +14.6% | -13.2% | +27.8% | +13.9% |
| 3M | +11.9% | -21.4% | +33.3% | +11.0% |
| 6M | +25.3% | -20.9% | +46.1% | +24.2% |
| YTD | +61.9% | -19.9% | +81.7% | +61.2% |
| 1Y | +87.3% | -28.7% | +116.0% | +79.1% |
| All | +87.3% | -28.4% | +115.7% | +79.1% |
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 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