+838.7%
TRGP vs RY
+371.9%
+466.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.4% |
| 7D | +0.8% | +3.1% | -2.3% | -2.8% |
| 30D | +11.5% | -0.3% | +11.8% | +11.4% |
| 3M | +9.0% | +8.7% | +0.3% | -2.2% |
| 6M | +20.5% | +28.5% | -8.0% | -12.1% |
| YTD | +59.5% | +25.1% | +34.4% | +19.5% |
| 1Y | +77.9% | +46.3% | +31.6% | +9.9% |
| 3Y | +253.6% | +154.9% | +98.6% | +3.8% |
| 5Y | +615.5% | +140.3% | +475.2% | +123.1% |
| All | +838.7% | +371.9% | +466.9% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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