+607.8%
TRGP vs S
-49.1%
+656.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.8% |
| 7D | -5.8% | +1.4% | -7.2% | -5.9% |
| 30D | -1.5% | -10.8% | +9.3% | -0.7% |
| 3M | +6.1% | +5.4% | +0.7% | +5.2% |
| 6M | +14.4% | +41.2% | -26.9% | +10.2% |
| YTD | +55.3% | +56.2% | -0.9% | +47.7% |
| 1Y | +69.1% | +36.3% | +32.8% | +62.7% |
| 3Y | +254.3% | +49.4% | +204.9% | +232.0% |
| 5Y | +471.4% | -66.9% | +538.3% | +464.5% |
| All | +607.8% | -49.1% | +656.8% | +589.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling