+221.9%
TRGP vs RBA
+42.3%
+179.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.5% |
| 7D | -16.0% | +4.3% | -20.3% | -16.5% |
| 30D | -6.4% | +16.3% | -22.8% | -8.6% |
| 3M | -1.0% | +1.3% | -2.3% | -1.4% |
| 6M | +7.0% | -11.1% | +18.0% | +8.1% |
| YTD | +46.1% | -8.5% | +54.6% | +45.6% |
| 1Y | +58.7% | -2.1% | +60.8% | +55.2% |
| 3Y | +221.9% | +44.6% | +177.3% | +205.4% |
| All | +221.9% | +42.3% | +179.6% | +205.4% |
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