+520.1%
TRGP vs RUN
-31.9%
+552.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | +0.8% | +1.3% | -0.5% | +0.5% |
| 30D | +11.5% | -15.3% | +26.8% | +13.5% |
| 3M | +9.0% | -40.0% | +49.0% | +15.7% |
| 6M | +20.5% | -27.0% | +47.4% | +23.2% |
| YTD | +59.5% | -51.7% | +111.2% | +69.6% |
| 1Y | +77.9% | -45.9% | +123.8% | +82.9% |
| 3Y | +253.6% | -43.8% | +297.3% | +195.8% |
| 5Y | +615.5% | -80.5% | +696.0% | +562.9% |
| 10Y | +897.1% | +45.3% | +851.8% | +387.1% |
| All | +520.1% | -31.9% | +552.1% | +216.7% |
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