+261.9%
TRGP vs TAP
-27.5%
+289.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +0.8% | -2.3% | +3.1% | +1.0% |
| 30D | +11.5% | -2.1% | +13.7% | +11.7% |
| 3M | +9.0% | +6.6% | +2.4% | +8.0% |
| 6M | +20.5% | -11.5% | +32.0% | +21.9% |
| YTD | +59.5% | -10.3% | +69.8% | +60.9% |
| 1Y | +77.9% | -14.4% | +92.3% | +80.3% |
| All | +261.9% | -27.5% | +289.4% | +269.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling