+409.5%
TRGP vs TMF
-88.0%
+497.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | -16.0% | +1.2% | -17.2% | -16.0% |
| 30D | -6.4% | +19.7% | -26.2% | -6.0% |
| 3M | -1.0% | -2.1% | +1.1% | -1.0% |
| 6M | +7.0% | -13.4% | +20.4% | +6.8% |
| YTD | +46.1% | -16.7% | +62.8% | +45.8% |
| 1Y | +58.7% | -23.3% | +82.0% | +58.2% |
| 3Y | +221.9% | -24.8% | +246.7% | +220.3% |
| All | +409.5% | -88.0% | +497.5% | +356.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling