+12.1%
TRGP vs TAP
-3.3%
+15.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.9% |
| 7D | -5.8% | -4.5% | -1.3% | -6.3% |
| 30D | -1.5% | +7.5% | -9.0% | -1.0% |
| 3M | +6.1% | -4.9% | +11.0% | +5.8% |
| All | +12.1% | -3.3% | +15.4% | +12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling