+2,115.1%
TRGP vs RBA
+538.9%
+1,576.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | -5.8% | +3.2% | -9.0% | -6.9% |
| 30D | -1.5% | +12.0% | -13.5% | -6.1% |
| 3M | +6.1% | +2.9% | +3.2% | +4.2% |
| 6M | +14.4% | -6.3% | +20.6% | +14.9% |
| YTD | +55.3% | -5.9% | +61.2% | +53.9% |
| 1Y | +69.1% | -3.9% | +73.0% | +65.9% |
| 3Y | +254.3% | +64.9% | +189.4% | +169.4% |
| 5Y | +471.4% | +48.5% | +422.9% | +334.6% |
| 10Y | +773.0% | +211.8% | +561.2% | +352.5% |
| All | +2,115.1% | +538.9% | +1,576.2% | +842.2% |
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