+261.9%
TRGP vs THC
+244.5%
+17.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | +0.8% | -0.7% | +1.4% | +0.8% |
| 30D | +11.5% | +1.3% | +10.2% | +11.4% |
| 3M | +9.0% | +64.2% | -55.3% | +1.8% |
| 6M | +20.5% | +8.3% | +12.2% | +20.0% |
| YTD | +59.5% | +33.4% | +26.2% | +52.8% |
| 1Y | +77.9% | +37.7% | +40.2% | +68.6% |
| All | +261.9% | +244.5% | +17.4% | +190.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling