+625.6%
TRGP vs TMF
-87.5%
+713.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.5% | -1.2% |
| 7D | +0.8% | -1.4% | +2.2% | +0.7% |
| 30D | +11.5% | -2.8% | +14.3% | +11.5% |
| 3M | +9.0% | -10.9% | +19.9% | +8.8% |
| 6M | +20.5% | -21.3% | +41.8% | +20.1% |
| YTD | +59.5% | -15.9% | +75.4% | +59.1% |
| 1Y | +77.9% | -15.7% | +93.6% | +77.4% |
| 3Y | +253.6% | -43.4% | +296.9% | +250.1% |
| All | +625.6% | -87.5% | +713.1% | +563.9% |
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