+2,174.7%
TRGP vs RVTY
+469.9%
+1,704.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.8% | +1.1% | -0.3% | +0.3% |
| 30D | +11.5% | +13.2% | -1.7% | +6.1% |
| 3M | +9.0% | +27.2% | -18.3% | -1.7% |
| 6M | +20.5% | +32.4% | -11.9% | +5.5% |
| YTD | +59.5% | +34.9% | +24.7% | +37.3% |
| 1Y | +77.9% | +52.4% | +25.5% | +44.1% |
| 3Y | +253.6% | +12.3% | +241.3% | +210.3% |
| 5Y | +615.5% | -30.8% | +646.3% | +664.5% |
| 10Y | +897.1% | +150.7% | +746.4% | +415.3% |
| All | +2,174.7% | +469.9% | +1,704.8% | +722.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling