+451.1%
TRGP vs TSLQ
-97.2%
+548.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.6% |
| 7D | +0.1% | -6.6% | +6.7% | -0.4% |
| 30D | +8.0% | -24.3% | +32.3% | +6.3% |
| 3M | +8.3% | -3.6% | +11.9% | +9.0% |
| 6M | +23.9% | -12.0% | +35.9% | +24.8% |
| YTD | +59.6% | +1.4% | +58.3% | +63.3% |
| 1Y | +79.4% | -43.6% | +123.0% | +76.3% |
| 3Y | +269.4% | -95.4% | +364.8% | +230.6% |
| All | +451.1% | -97.2% | +548.3% | +423.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling