+626.8%
TRGP vs S
-56.8%
+683.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +0.8% | -7.7% | +8.5% | +1.4% |
| 30D | +11.5% | -5.3% | +16.8% | +11.8% |
| 3M | +9.0% | +20.3% | -11.3% | +6.8% |
| 6M | +20.5% | +47.4% | -26.9% | +15.5% |
| YTD | +59.5% | +32.5% | +27.0% | +54.1% |
| 1Y | +77.9% | +9.5% | +68.4% | +74.6% |
| 3Y | +253.6% | +15.5% | +238.1% | +239.0% |
| 5Y | +615.5% | -71.2% | +686.7% | +620.1% |
| All | +626.8% | -56.8% | +683.6% | +619.7% |
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 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