+432.4%
TRGP vs S
-66.6%
+499.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.0% | -4.6% | +2.7% |
| 7D | -7.2% | +1.6% | -8.7% | -7.3% |
| 30D | -4.2% | -10.5% | +6.3% | -3.4% |
| 3M | +7.0% | +9.9% | -3.0% | +5.6% |
| 6M | +11.2% | +41.8% | -30.5% | +6.9% |
| YTD | +51.1% | +56.8% | -5.7% | +43.1% |
| 1Y | +62.0% | +39.0% | +23.0% | +55.1% |
| 3Y | +248.2% | +53.8% | +194.4% | +223.6% |
| 5Y | +432.4% | -68.6% | +501.0% | +449.7% |
| All | +432.4% | -66.6% | +499.0% | +449.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling