+2,241.1%
TRGP vs RGEN
+4,022.6%
-1,781.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.3% |
| 7D | +12.4% | -3.3% | +15.7% | +12.8% |
| 30D | +2.6% | -5.8% | +8.5% | +3.2% |
| 3M | +11.9% | +0.2% | +11.7% | +11.3% |
| 6M | +13.9% | +56.8% | -42.9% | +7.0% |
| YTD | +64.2% | +2.4% | +61.8% | +61.5% |
| 1Y | +78.5% | +11.4% | +67.1% | +73.7% |
| 3Y | +272.9% | +15.2% | +257.8% | +252.1% |
| 5Y | +510.7% | -35.1% | +545.8% | +498.2% |
| 10Y | +821.0% | +419.6% | +401.3% | +576.4% |
| All | +2,241.1% | +4,022.6% | -1,781.5% | +1,412.8% |
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 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