+499.3%
TRGP vs TRMB
-34.2%
+533.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.6% | +2.8% |
| 7D | +2.4% | +4.1% | -1.7% | +1.2% |
| 30D | +0.8% | -5.1% | +5.9% | +1.8% |
| 3M | +10.4% | -2.6% | +12.9% | +10.2% |
| 6M | +16.3% | -2.7% | +18.9% | +15.3% |
| YTD | +61.1% | -27.9% | +89.0% | +76.3% |
| 1Y | +71.6% | -29.0% | +100.6% | +88.3% |
| 3Y | +267.5% | +35.0% | +232.5% | +212.6% |
| All | +499.3% | -34.2% | +533.6% | +544.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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