+773.0%
TRGP vs RL
+369.1%
+403.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | -5.8% | +1.3% | -7.1% | -6.4% |
| 30D | -1.5% | +7.6% | -9.1% | -4.7% |
| 3M | +6.1% | -1.5% | +7.6% | +6.1% |
| 6M | +14.4% | +12.1% | +2.3% | +7.0% |
| YTD | +55.3% | +13.9% | +41.4% | +42.0% |
| 1Y | +69.1% | +20.7% | +48.5% | +50.4% |
| 3Y | +254.3% | +260.6% | -6.3% | +84.7% |
| 5Y | +471.4% | +248.9% | +222.6% | +188.5% |
| 10Y | +773.0% | +355.9% | +417.1% | +286.0% |
| All | +773.0% | +369.1% | +403.9% | +286.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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