+261.9%
TRGP vs RBA
+32.9%
+229.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +0.8% | -2.9% | +3.7% | +1.3% |
| 30D | +11.5% | -12.3% | +23.8% | +13.8% |
| 3M | +9.0% | -20.5% | +29.5% | +12.4% |
| 6M | +20.5% | -18.5% | +39.0% | +23.3% |
| YTD | +59.5% | -18.2% | +77.8% | +62.1% |
| 1Y | +77.9% | -27.5% | +105.4% | +87.0% |
| All | +261.9% | +32.9% | +229.0% | +240.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling