+821.9%
TRGP vs TMF
-86.8%
+908.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -0.6% | +1.0% | -1.6% | -0.5% |
| 30D | +14.6% | -1.8% | +16.4% | +14.4% |
| 3M | +11.9% | -8.2% | +20.2% | +11.2% |
| 6M | +25.3% | -19.5% | +44.8% | +23.0% |
| YTD | +61.9% | -16.0% | +77.8% | +59.7% |
| 1Y | +87.3% | -22.5% | +109.8% | +83.6% |
| 3Y | +268.0% | -42.3% | +310.3% | +254.8% |
| 5Y | +638.2% | -87.7% | +725.9% | +473.7% |
| 10Y | +821.9% | -86.5% | +908.4% | +732.8% |
| All | +821.9% | -86.8% | +908.8% | +732.8% |
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