+620.9%
TRGP vs TD
+125.7%
+495.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | +0.1% | -0.5% | +0.6% | +0.4% |
| 30D | +8.0% | -1.9% | +9.9% | +9.0% |
| 3M | +8.3% | +4.8% | +3.5% | +4.5% |
| 6M | +23.9% | +28.0% | -4.1% | +4.5% |
| YTD | +59.6% | +30.3% | +29.3% | +32.6% |
| 1Y | +79.4% | +59.8% | +19.7% | +29.1% |
| 3Y | +269.4% | +124.7% | +144.7% | +102.0% |
| All | +620.9% | +125.7% | +495.3% | +247.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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