+342.0%
TRGP vs TLN
+602.5%
-260.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +1.1% |
| 7D | -0.6% | +10.9% | -11.5% | -2.1% |
| 30D | +14.6% | -6.3% | +20.9% | +15.3% |
| 3M | +11.9% | -10.7% | +22.6% | +12.9% |
| 6M | +25.3% | +1.6% | +23.6% | +22.0% |
| YTD | +61.9% | -13.1% | +75.0% | +61.1% |
| 1Y | +87.3% | -15.1% | +102.3% | +85.5% |
| 3Y | +268.0% | +495.0% | -227.0% | +140.1% |
| All | +342.0% | +602.5% | -260.5% | +169.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling