+448.7%
TRGP vs TRU
+228.6%
+220.2%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +2.7% |
| 7D | -0.6% | -7.2% | +6.6% | +2.5% |
| 30D | +14.6% | -2.8% | +17.4% | +15.6% |
| 3M | +11.9% | +13.0% | -1.1% | +4.0% |
| 6M | +25.3% | +0.7% | +24.6% | +21.0% |
| YTD | +61.9% | -9.0% | +70.9% | +61.6% |
| 1Y | +87.3% | -16.3% | +103.6% | +93.3% |
| 3Y | +268.0% | -1.1% | +269.1% | +219.4% |
| 5Y | +638.2% | -36.0% | +674.2% | +713.7% |
| 10Y | +821.9% | +139.9% | +682.0% | +317.6% |
| All | +448.7% | +228.6% | +220.2% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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