+850.1%
TRGP vs TDY
+479.2%
+370.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -1.5% |
| 7D | +0.1% | -1.1% | +1.2% | +0.9% |
| 30D | +8.0% | -12.0% | +20.1% | +19.3% |
| 3M | +8.3% | -3.2% | +11.5% | +9.8% |
| 6M | +23.9% | -7.9% | +31.8% | +28.9% |
| YTD | +59.6% | +18.2% | +41.4% | +33.5% |
| 1Y | +79.4% | +6.7% | +72.8% | +62.3% |
| 3Y | +269.4% | +47.5% | +221.9% | +142.5% |
| 5Y | +641.6% | +39.5% | +602.1% | +391.5% |
| All | +850.1% | +479.2% | +370.9% | +244.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling