+2,174.7%
TRGP vs RGEN
+4,017.9%
-1,843.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | +0.8% | -4.9% | +5.7% | +1.3% |
| 30D | +11.5% | +5.7% | +5.8% | +10.7% |
| 3M | +9.0% | +32.4% | -23.4% | +4.9% |
| 6M | +20.5% | +33.2% | -12.7% | +15.3% |
| YTD | +59.5% | +2.3% | +57.2% | +57.5% |
| 1Y | +77.9% | +39.0% | +38.9% | +68.5% |
| 3Y | +253.6% | -4.6% | +258.2% | +241.4% |
| 5Y | +615.5% | -42.7% | +658.2% | +611.3% |
| 10Y | +897.1% | +433.6% | +463.5% | +631.9% |
| All | +2,174.7% | +4,017.9% | -1,843.3% | +1,375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling