+2,115.1%
TRGP vs RVTY
+596.6%
+1,518.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.2% |
| 7D | -5.8% | -2.7% | -3.1% | -4.8% |
| 30D | -1.5% | +3.2% | -4.7% | -2.9% |
| 3M | +6.1% | +37.2% | -31.1% | -6.8% |
| 6M | +14.4% | +57.7% | -43.3% | -5.9% |
| YTD | +55.3% | +64.8% | -9.5% | +23.0% |
| 1Y | +69.1% | +72.8% | -3.7% | +30.9% |
| 3Y | +254.3% | +89.8% | +164.5% | +147.8% |
| 5Y | +471.4% | -8.4% | +479.9% | +439.6% |
| 10Y | +773.0% | +219.5% | +553.5% | +307.2% |
| All | +2,115.1% | +596.6% | +1,518.5% | +636.5% |
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