+634.1%
TRGP vs S
-48.3%
+682.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.6% |
| 7D | +2.4% | +1.2% | +1.1% | +2.3% |
| 30D | +0.8% | -7.3% | +8.2% | +1.3% |
| 3M | +10.4% | +5.9% | +4.5% | +9.4% |
| 6M | +16.3% | +45.6% | -29.4% | +11.8% |
| YTD | +61.1% | +58.5% | +2.6% | +53.0% |
| 1Y | +71.6% | +37.6% | +34.0% | +64.9% |
| 3Y | +267.5% | +51.7% | +215.8% | +243.9% |
| 5Y | +488.1% | -67.5% | +555.6% | +481.2% |
| All | +634.1% | -48.3% | +682.4% | +614.3% |
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