+850.1%
TRGP vs TKO
+989.7%
-139.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | +0.1% | +2.3% | -2.2% | -0.6% |
| 30D | +8.0% | -2.5% | +10.5% | +8.5% |
| 3M | +8.3% | -10.6% | +18.9% | +11.3% |
| 6M | +23.9% | -5.1% | +29.0% | +24.4% |
| YTD | +59.6% | -8.2% | +67.9% | +61.3% |
| 1Y | +79.4% | -4.4% | +83.9% | +78.3% |
| 3Y | +269.4% | +100.4% | +169.1% | +184.2% |
| 5Y | +641.6% | +294.3% | +347.4% | +338.0% |
| All | +850.1% | +989.7% | -139.5% | +323.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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