+2,174.7%
TRGP vs TRMB
+197.4%
+1,977.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.7% |
| 7D | +0.8% | -2.5% | +3.3% | +2.0% |
| 30D | +11.5% | +1.5% | +10.0% | +10.3% |
| 3M | +9.0% | +6.8% | +2.2% | +3.8% |
| 6M | +20.5% | -14.9% | +35.4% | +27.8% |
| YTD | +59.5% | -24.1% | +83.6% | +78.0% |
| 1Y | +77.9% | -25.4% | +103.3% | +98.7% |
| 3Y | +253.6% | +8.0% | +245.6% | +210.9% |
| 5Y | +615.5% | -37.3% | +652.8% | +716.3% |
| 10Y | +897.1% | +116.8% | +780.3% | +496.7% |
| All | +2,174.7% | +197.4% | +1,977.3% | +1,036.5% |
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