+793.9%
TRGP vs TMF
-81.0%
+874.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +2.4% | -3.4% | +5.7% | +2.0% |
| 30D | +0.8% | +11.5% | -10.7% | +2.1% |
| 3M | +10.4% | -4.5% | +14.9% | +10.0% |
| 6M | +16.3% | -15.0% | +31.2% | +14.8% |
| YTD | +61.1% | -19.9% | +81.0% | +58.4% |
| 1Y | +71.6% | -26.6% | +98.2% | +67.4% |
| 3Y | +267.5% | -29.8% | +297.3% | +262.8% |
| 5Y | +488.1% | -88.2% | +576.3% | +352.3% |
| All | +793.9% | -81.0% | +874.9% | +676.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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