+409.5%
TRGP vs RY
+122.0%
+287.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -1.8% |
| 7D | -16.0% | -0.9% | -15.1% | -15.6% |
| 30D | -6.4% | +5.9% | -12.3% | -10.2% |
| 3M | -1.0% | -4.3% | +3.3% | +1.5% |
| 6M | +7.0% | +12.1% | -5.1% | -2.9% |
| YTD | +46.1% | +20.3% | +25.8% | +25.0% |
| 1Y | +58.7% | +41.0% | +17.7% | +19.2% |
| 3Y | +221.9% | +157.5% | +64.3% | +38.5% |
| All | +409.5% | +122.0% | +287.6% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling