+855.6%
TRGP vs TSN
-5.9%
+861.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.6% |
| 7D | -0.6% | +1.4% | -1.9% | -1.3% |
| 30D | +10.0% | -6.2% | +16.1% | +13.5% |
| 3M | +7.6% | -5.7% | +13.3% | +9.9% |
| 6M | +26.8% | -11.4% | +38.2% | +32.7% |
| YTD | +60.6% | -8.2% | +68.7% | +64.0% |
| 1Y | +82.5% | -2.0% | +84.5% | +78.5% |
| 3Y | +265.0% | +11.9% | +253.1% | +213.5% |
| 5Y | +645.9% | -17.8% | +663.6% | +650.0% |
| All | +855.6% | -5.9% | +861.5% | +701.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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