+638.2%
TRGP vs TAP
0.0%
+638.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.4% |
| 7D | -0.6% | -2.3% | +1.7% | -0.1% |
| 30D | +14.6% | -9.4% | +24.0% | +16.9% |
| 3M | +11.9% | -0.8% | +12.7% | +11.6% |
| 6M | +25.3% | -14.7% | +40.0% | +29.3% |
| YTD | +61.9% | -13.9% | +75.8% | +66.2% |
| 1Y | +87.3% | -18.6% | +105.9% | +94.7% |
| 3Y | +268.0% | -32.0% | +300.0% | +298.3% |
| 5Y | +638.2% | -1.0% | +639.2% | +553.1% |
| All | +638.2% | 0.0% | +638.3% | +553.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling