+268.0%
TRGP vs S
+13.8%
+254.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.7% | +1.6% |
| 7D | -0.6% | -5.8% | +5.2% | -0.2% |
| 30D | +14.6% | -9.2% | +23.8% | +15.2% |
| 3M | +11.9% | +23.4% | -11.4% | +9.6% |
| 6M | +25.3% | +36.9% | -11.7% | +21.4% |
| YTD | +61.9% | +29.5% | +32.3% | +57.3% |
| 1Y | +87.3% | +5.4% | +81.9% | +85.9% |
| 3Y | +268.0% | +14.7% | +253.3% | +273.8% |
| All | +268.0% | +13.8% | +254.2% | +273.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling