+348.3%
TRGP vs TLN
+710.8%
-362.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.8% |
| 7D | +12.4% | +11.0% | +1.3% | +10.6% |
| 30D | +2.6% | +4.9% | -2.3% | +1.8% |
| 3M | +11.9% | +4.9% | +6.9% | +10.3% |
| 6M | +13.9% | +7.1% | +6.8% | +11.0% |
| YTD | +64.2% | +0.3% | +63.9% | +59.3% |
| 1Y | +78.5% | +5.9% | +72.6% | +70.2% |
| 3Y | +272.9% | +578.5% | -305.6% | +137.9% |
| All | +348.3% | +710.8% | -362.5% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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