+793.9%
TRGP vs RVTY
+219.4%
+574.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.3% | +3.9% |
| 7D | +2.4% | -0.7% | +3.1% | +2.6% |
| 30D | +0.8% | +1.7% | -0.9% | +0.1% |
| 3M | +10.4% | +36.8% | -26.4% | -1.6% |
| 6M | +16.3% | +60.1% | -43.9% | -2.8% |
| YTD | +61.1% | +64.0% | -2.8% | +31.0% |
| 1Y | +71.6% | +68.2% | +3.4% | +37.8% |
| 3Y | +267.5% | +88.8% | +178.7% | +164.4% |
| 5Y | +488.1% | -10.5% | +498.7% | +477.7% |
| All | +793.9% | +219.4% | +574.5% | +349.3% |
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