+1,983.3%
TRGP vs RL
+336.6%
+1,646.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.1% |
| 7D | -16.0% | -4.2% | -11.8% | -14.8% |
| 30D | -6.4% | +4.3% | -10.7% | -8.3% |
| 3M | -1.0% | -4.6% | +3.6% | +0.2% |
| 6M | +7.0% | +1.7% | +5.3% | +4.0% |
| YTD | +46.1% | +7.3% | +38.8% | +37.1% |
| 1Y | +58.7% | +20.8% | +37.9% | +41.4% |
| 3Y | +221.9% | +247.0% | -25.1% | +76.8% |
| 5Y | +419.9% | +225.5% | +194.4% | +181.9% |
| 10Y | +769.8% | +363.0% | +406.8% | +293.0% |
| All | +1,983.3% | +336.6% | +1,646.7% | +825.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling