+1,983.3%
TRGP vs RBA
+521.4%
+1,461.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.1% |
| 7D | -16.0% | +4.3% | -20.3% | -17.5% |
| 30D | -6.4% | +16.3% | -22.8% | -12.3% |
| 3M | -1.0% | +1.3% | -2.3% | -2.3% |
| 6M | +7.0% | -11.1% | +18.0% | +9.7% |
| YTD | +46.1% | -8.5% | +54.6% | +46.3% |
| 1Y | +58.7% | -2.1% | +60.8% | +54.2% |
| 3Y | +221.9% | +44.6% | +177.3% | +158.0% |
| 5Y | +419.9% | +36.8% | +383.1% | +309.8% |
| 10Y | +769.8% | +227.3% | +542.5% | +343.0% |
| All | +1,983.3% | +521.4% | +1,461.9% | +795.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling