+807.8%
TRGP vs THC
+1,818.8%
-1,011.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.2% |
| 7D | +9.0% | +0.1% | +8.9% | +9.0% |
| 30D | +1.5% | +7.5% | -6.0% | -1.3% |
| 3M | +10.7% | +7.5% | +3.2% | +7.4% |
| 6M | +17.1% | +46.4% | -29.3% | +0.3% |
| YTD | +63.6% | +44.4% | +19.3% | +38.7% |
| 1Y | +77.0% | +43.4% | +33.5% | +49.6% |
| 3Y | +273.2% | +433.3% | -160.1% | +83.3% |
| 5Y | +508.6% | +262.5% | +246.1% | +217.9% |
| All | +807.8% | +1,818.8% | -1,011.0% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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