+848.9%
TRGP vs RL
+297.6%
+551.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.4% | +0.3% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | +9.5% | -17.5% | +27.0% | +17.9% |
| 3M | +10.8% | -14.0% | +24.8% | +16.6% |
| 6M | +25.3% | -2.0% | +27.3% | +22.7% |
| YTD | +60.3% | -4.6% | +64.9% | +58.0% |
| 1Y | +84.6% | +9.5% | +75.0% | +70.7% |
| 3Y | +264.4% | +200.5% | +63.9% | +105.3% |
| 5Y | +636.6% | +226.3% | +410.3% | +278.6% |
| 10Y | +848.9% | +304.8% | +544.1% | +355.3% |
| All | +848.9% | +297.6% | +551.3% | +355.3% |
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