+810.9%
TRGP vs TAP
-46.0%
+856.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -1.1% |
| 7D | +12.4% | +1.3% | +11.1% | +11.7% |
| 30D | +2.6% | +5.7% | -3.1% | -0.9% |
| 3M | +11.9% | -1.9% | +13.8% | +11.4% |
| 6M | +13.9% | +0.9% | +13.0% | +11.0% |
| YTD | +64.2% | -9.5% | +73.7% | +67.0% |
| 1Y | +78.5% | -9.0% | +87.5% | +80.5% |
| 3Y | +272.9% | -22.2% | +295.2% | +293.5% |
| 5Y | +510.7% | +1.2% | +509.5% | +423.0% |
| All | +810.9% | -46.0% | +856.9% | +823.3% |
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