+432.4%
TRGP vs TAP
+2.3%
+430.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +3.6% |
| 7D | -7.2% | -7.8% | +0.7% | -5.8% |
| 30D | -4.2% | +7.1% | -11.3% | -5.8% |
| 3M | +7.0% | -7.0% | +14.0% | +8.0% |
| 6M | +11.2% | -3.8% | +15.0% | +11.3% |
| YTD | +51.1% | -11.7% | +62.8% | +53.5% |
| 1Y | +62.0% | -10.1% | +72.1% | +63.6% |
| 3Y | +248.2% | -23.7% | +271.9% | +261.5% |
| 5Y | +432.4% | +2.9% | +429.5% | +362.3% |
| All | +432.4% | +2.3% | +430.1% | +362.3% |
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 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