+2,185.1%
TRGP vs TKO
+1,926.1%
+259.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.5% |
| 7D | -0.7% | +0.7% | -1.4% | -0.9% |
| 30D | +9.5% | +0.9% | +8.6% | +9.0% |
| 3M | +10.8% | -6.2% | +17.0% | +12.0% |
| 6M | +25.3% | -5.6% | +31.0% | +25.9% |
| YTD | +60.3% | -7.8% | +68.1% | +61.5% |
| 1Y | +84.6% | -1.2% | +85.8% | +82.3% |
| 3Y | +264.4% | +106.5% | +157.8% | +195.5% |
| 5Y | +636.6% | +310.4% | +326.2% | +395.1% |
| 10Y | +848.9% | +987.5% | -138.6% | +413.4% |
| All | +2,185.1% | +1,926.1% | +259.0% | +811.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling