+625.6%
TRGP vs RL
+238.1%
+387.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.8% |
| 7D | +0.8% | -0.8% | +1.6% | +1.0% |
| 30D | +11.5% | -7.8% | +19.3% | +14.0% |
| 3M | +9.0% | -4.0% | +13.0% | +9.5% |
| 6M | +20.5% | -1.9% | +22.4% | +18.8% |
| YTD | +59.5% | -0.2% | +59.7% | +55.9% |
| 1Y | +77.9% | +10.7% | +67.2% | +67.2% |
| 3Y | +253.6% | +210.8% | +42.8% | +123.5% |
| All | +625.6% | +238.1% | +387.5% | +309.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling