+2,233.0%
TRGP vs TAP
+21.0%
+2,212.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.7% |
| 7D | +9.0% | -6.3% | +15.3% | +12.2% |
| 30D | +1.5% | +2.7% | -1.2% | -0.6% |
| 3M | +10.7% | -3.7% | +14.5% | +11.2% |
| 6M | +17.1% | -2.0% | +19.2% | +15.8% |
| YTD | +63.6% | -12.3% | +76.0% | +68.8% |
| 1Y | +77.0% | -10.1% | +87.0% | +79.7% |
| 3Y | +273.2% | -25.3% | +298.4% | +300.7% |
| 5Y | +508.6% | -1.9% | +510.6% | +443.4% |
| 10Y | +817.8% | -47.8% | +865.6% | +944.9% |
| All | +2,233.0% | +21.0% | +2,212.0% | +1,583.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling