+656.9%
TRGP vs REPL
-7.7%
+664.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.5% |
| 7D | -0.6% | -5.7% | +5.1% | -0.3% |
| 30D | +14.6% | +22.5% | -7.9% | +13.3% |
| 3M | +11.9% | +64.7% | -52.7% | +6.8% |
| 6M | +25.3% | +83.0% | -57.7% | +12.9% |
| YTD | +61.9% | +52.0% | +9.9% | +47.1% |
| 1Y | +87.3% | +144.5% | -57.3% | +59.1% |
| 3Y | +268.0% | -25.1% | +293.1% | +197.9% |
| 5Y | +638.2% | -52.9% | +691.1% | +512.3% |
| All | +656.9% | -7.7% | +664.5% | +372.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling