+2,197.4%
TRGP vs RL
+356.9%
+1,840.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +4.3% |
| 7D | +2.4% | -4.4% | +6.7% | +4.1% |
| 30D | +0.8% | +5.6% | -4.7% | -1.6% |
| 3M | +10.4% | -0.6% | +11.0% | +9.9% |
| 6M | +16.3% | +15.5% | +0.8% | +7.7% |
| YTD | +61.1% | +12.3% | +48.8% | +48.5% |
| 1Y | +71.6% | +19.3% | +52.3% | +54.0% |
| 3Y | +267.5% | +255.5% | +11.9% | +100.2% |
| 5Y | +488.1% | +247.1% | +241.1% | +210.6% |
| 10Y | +803.8% | +346.0% | +457.7% | +313.4% |
| All | +2,197.4% | +356.9% | +1,840.5% | +902.8% |
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