+432.4%
TRGP vs REPL
-33.0%
+465.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.0% | +0.5% | +3.4% |
| 7D | -7.2% | +14.2% | -21.4% | -7.3% |
| 30D | -4.2% | +65.9% | -70.0% | -5.0% |
| 3M | +7.0% | +84.6% | -77.6% | +5.8% |
| 6M | +11.2% | +446.9% | -435.7% | +7.0% |
| YTD | +51.1% | +129.0% | -77.9% | +45.9% |
| 1Y | +62.0% | +167.9% | -105.8% | +56.0% |
| 3Y | +248.2% | +93.9% | +154.3% | +215.2% |
| 5Y | +432.4% | -33.0% | +465.4% | +403.5% |
| All | +432.4% | -33.0% | +465.4% | +403.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling