+626.4%
TRGP vs REPL
+45.5%
+580.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.6% | -1.8% | +2.6% |
| 7D | -5.8% | +12.7% | -18.5% | -6.3% |
| 30D | -1.5% | +73.5% | -75.0% | -4.3% |
| 3M | +6.1% | +70.3% | -64.2% | +3.0% |
| 6M | +14.4% | +472.0% | -457.6% | +0.1% |
| YTD | +55.3% | +139.5% | -84.2% | +37.8% |
| 1Y | +69.1% | +167.3% | -98.2% | +48.8% |
| 3Y | +254.3% | +109.5% | +144.8% | +157.7% |
| 5Y | +471.4% | -29.9% | +501.3% | +368.1% |
| All | +626.4% | +45.5% | +580.9% | +342.4% |
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