+538.3%
TRGP vs RUN
-33.9%
+572.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | +0.2% |
| 7D | +12.4% | -13.5% | +25.9% | +14.4% |
| 30D | +2.6% | +18.3% | -15.7% | -0.5% |
| 3M | +11.9% | -12.5% | +24.3% | +12.6% |
| 6M | +13.9% | -40.3% | +54.2% | +19.5% |
| YTD | +64.2% | -53.1% | +117.3% | +73.5% |
| 1Y | +78.5% | -54.3% | +132.8% | +88.6% |
| 3Y | +272.9% | -6.5% | +279.4% | +180.8% |
| 5Y | +510.7% | -85.3% | +596.0% | +504.4% |
| 10Y | +821.0% | +68.9% | +752.1% | +334.9% |
| All | +538.3% | -33.9% | +572.2% | +224.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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