+804.5%
TRGP vs TW
+206.7%
+597.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.1% |
| 7D | +0.1% | -4.5% | +4.6% | +2.1% |
| 30D | +8.0% | -2.3% | +10.3% | +9.0% |
| 3M | +8.3% | +2.6% | +5.7% | +5.5% |
| 6M | +23.9% | -17.5% | +41.5% | +33.5% |
| YTD | +59.6% | -5.3% | +64.9% | +59.4% |
| 1Y | +79.4% | -14.8% | +94.2% | +88.5% |
| 3Y | +269.4% | +18.8% | +250.6% | +215.7% |
| 5Y | +641.6% | +20.7% | +620.9% | +502.7% |
| All | +804.5% | +206.7% | +597.8% | +310.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling