+337.6%
TRGP vs TLN
+589.3%
-251.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.7% |
| 7D | -0.7% | +5.8% | -6.5% | -1.6% |
| 30D | +9.5% | -6.9% | +16.3% | +10.3% |
| 3M | +10.8% | -10.9% | +21.7% | +11.7% |
| 6M | +25.3% | -4.6% | +29.9% | +23.5% |
| YTD | +60.3% | -14.7% | +75.0% | +59.9% |
| 1Y | +84.6% | -17.9% | +102.5% | +84.1% |
| 3Y | +264.4% | +483.9% | -219.5% | +138.3% |
| All | +337.6% | +589.3% | -251.7% | +167.2% |
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