+848.9%
TRGP vs TAP
-51.4%
+900.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -0.7% | -5.1% | +4.4% | +1.7% |
| 30D | +9.5% | -8.4% | +17.9% | +13.7% |
| 3M | +10.8% | -3.9% | +14.7% | +11.8% |
| 6M | +25.3% | -14.4% | +39.7% | +33.0% |
| YTD | +60.3% | -14.7% | +75.0% | +69.4% |
| 1Y | +84.6% | -18.7% | +103.2% | +98.3% |
| 3Y | +264.4% | -32.6% | +297.0% | +317.0% |
| 5Y | +636.6% | -1.4% | +638.0% | +541.1% |
| 10Y | +848.9% | -50.4% | +899.3% | +880.5% |
| All | +848.9% | -51.4% | +900.3% | +880.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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