+855.6%
TRGP vs RVTY
+139.0%
+716.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +1.0% |
| 7D | -0.6% | -7.4% | +6.9% | +2.0% |
| 30D | +10.0% | +4.5% | +5.5% | +8.0% |
| 3M | +7.6% | +19.5% | -11.9% | +0.3% |
| 6M | +26.8% | +34.1% | -7.3% | +11.7% |
| YTD | +60.6% | +25.3% | +35.3% | +43.8% |
| 1Y | +82.5% | +47.0% | +35.5% | +52.2% |
| 3Y | +265.0% | +14.1% | +250.9% | +219.7% |
| 5Y | +645.9% | -34.6% | +680.5% | +724.7% |
| All | +855.6% | +139.0% | +716.6% | +426.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling