+648.1%
TRGP vs S
-51.7%
+699.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.4% |
| 7D | +12.4% | +2.0% | +10.4% | +12.2% |
| 30D | +2.6% | -2.7% | +5.3% | +2.8% |
| 3M | +11.9% | -6.9% | +18.7% | +12.1% |
| 6M | +13.9% | +38.1% | -24.1% | +10.0% |
| YTD | +64.2% | +48.0% | +16.2% | +56.8% |
| 1Y | +78.5% | +34.5% | +44.0% | +71.7% |
| 3Y | +272.9% | +38.3% | +234.6% | +251.7% |
| 5Y | +510.7% | -70.9% | +581.6% | +507.8% |
| All | +648.1% | -51.7% | +699.8% | +632.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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