+817.1%
TRGP vs TW
+211.4%
+605.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +2.8% |
| 7D | -0.6% | -3.5% | +2.9% | +0.9% |
| 30D | +14.6% | +0.5% | +14.1% | +14.1% |
| 3M | +11.9% | +4.9% | +7.0% | +8.0% |
| 6M | +25.3% | -17.1% | +42.4% | +34.7% |
| YTD | +61.9% | -3.9% | +65.7% | +60.6% |
| 1Y | +87.3% | -13.3% | +100.5% | +95.1% |
| 3Y | +268.0% | +20.9% | +247.1% | +212.0% |
| 5Y | +638.2% | +20.5% | +617.7% | +503.0% |
| All | +817.1% | +211.4% | +605.7% | +313.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling