+2,115.1%
TRGP vs TAP
+22.3%
+2,092.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | -5.8% | -4.5% | -1.3% | -3.9% |
| 30D | -1.5% | +7.5% | -9.0% | -5.5% |
| 3M | +6.1% | -4.9% | +11.0% | +7.2% |
| 6M | +14.4% | -3.5% | +17.9% | +13.8% |
| YTD | +55.3% | -11.4% | +66.8% | +59.5% |
| 1Y | +69.1% | -10.8% | +79.9% | +72.6% |
| 3Y | +254.3% | -24.5% | +278.8% | +278.7% |
| 5Y | +471.4% | +2.5% | +469.0% | +398.4% |
| 10Y | +773.0% | -47.6% | +820.6% | +892.0% |
| All | +2,115.1% | +22.3% | +2,092.8% | +1,491.3% |
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 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