+2,189.3%
TRGP vs TDY
+1,298.6%
+890.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | -0.6% | -1.9% | +1.3% | +0.8% |
| 30D | +10.0% | -12.5% | +22.5% | +21.0% |
| 3M | +7.6% | -0.8% | +8.4% | +7.0% |
| 6M | +26.8% | -9.0% | +35.8% | +32.8% |
| YTD | +60.6% | +16.8% | +43.8% | +37.9% |
| 1Y | +82.5% | +9.5% | +73.0% | +63.4% |
| 3Y | +265.0% | +45.4% | +219.6% | +154.0% |
| 5Y | +645.9% | +37.8% | +608.1% | +425.6% |
| 10Y | +850.6% | +470.2% | +380.4% | +197.3% |
| All | +2,189.3% | +1,298.6% | +890.7% | +370.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling