+2,174.7%
TRGP vs THC
+1,448.2%
+726.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +0.8% | -0.7% | +1.4% | +1.0% |
| 30D | +11.5% | +1.3% | +10.2% | +11.0% |
| 3M | +9.0% | +64.2% | -55.3% | -7.7% |
| 6M | +20.5% | +8.3% | +12.2% | +15.1% |
| YTD | +59.5% | +33.4% | +26.2% | +41.8% |
| 1Y | +77.9% | +37.7% | +40.2% | +55.4% |
| 3Y | +253.6% | +236.8% | +16.8% | +121.5% |
| 5Y | +615.5% | +249.3% | +366.2% | +313.0% |
| 10Y | +897.1% | +995.2% | -98.1% | +252.6% |
| All | +2,174.7% | +1,448.2% | +726.5% | +701.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling