+335.6%
TRGP vs TLN
+583.6%
-247.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.8% | -4.9% | -1.7% |
| 7D | +0.8% | +7.1% | -6.3% | -0.3% |
| 30D | +11.5% | -3.9% | +15.4% | +11.7% |
| 3M | +9.0% | -16.2% | +25.1% | +11.0% |
| 6M | +20.5% | -5.8% | +26.3% | +19.0% |
| YTD | +59.5% | -15.4% | +75.0% | +59.4% |
| 1Y | +77.9% | -16.7% | +94.6% | +76.5% |
| 3Y | +253.6% | +473.8% | -220.2% | +132.0% |
| All | +335.6% | +583.6% | -247.9% | +166.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling