+636.6%
TRGP vs RGEN
-44.3%
+680.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.7% |
| 7D | -0.7% | -4.6% | +3.9% | -0.1% |
| 30D | +9.5% | +1.2% | +8.3% | +9.2% |
| 3M | +10.8% | +26.8% | -16.0% | +6.9% |
| 6M | +25.3% | +29.1% | -3.7% | +20.0% |
| YTD | +60.3% | +0.7% | +59.5% | +58.8% |
| 1Y | +84.6% | +39.1% | +45.5% | +73.4% |
| 3Y | +264.4% | +2.2% | +262.1% | +247.3% |
| 5Y | +636.6% | -44.0% | +680.6% | +571.8% |
| All | +636.6% | -44.3% | +680.9% | +571.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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