+2,197.4%
TRGP vs TRMB
+182.4%
+2,015.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.6% | +2.1% |
| 7D | +2.4% | +4.1% | -1.7% | +0.4% |
| 30D | +0.8% | -5.1% | +5.9% | +2.3% |
| 3M | +10.4% | -2.6% | +12.9% | +9.9% |
| 6M | +16.3% | -2.7% | +18.9% | +14.1% |
| YTD | +61.1% | -27.9% | +89.0% | +81.9% |
| 1Y | +71.6% | -29.0% | +100.6% | +94.4% |
| 3Y | +267.5% | +35.0% | +232.5% | +184.6% |
| 5Y | +488.1% | -33.9% | +522.1% | +540.2% |
| 10Y | +803.8% | +106.1% | +697.6% | +448.2% |
| All | +2,197.4% | +182.4% | +2,015.0% | +1,061.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling