+638.2%
TRGP vs RVTY
-32.1%
+670.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +1.9% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | +14.6% | +10.8% | +3.7% | +12.3% |
| 3M | +11.9% | +26.8% | -14.8% | +6.6% |
| 6M | +25.3% | +39.3% | -14.0% | +16.1% |
| YTD | +61.9% | +31.6% | +30.2% | +51.1% |
| 1Y | +87.3% | +47.7% | +39.6% | +69.2% |
| 3Y | +268.0% | +19.9% | +248.1% | +240.9% |
| 5Y | +638.2% | -32.3% | +670.6% | +644.8% |
| All | +638.2% | -32.1% | +670.3% | +644.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling