+500.5%
TRGP vs TW
+41.2%
+459.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +12.4% | +3.9% | +8.5% | +11.3% |
| 30D | +2.6% | +19.9% | -17.3% | -2.0% |
| 3M | +11.9% | +25.9% | -14.1% | +5.4% |
| 6M | +13.9% | +21.1% | -7.2% | +8.0% |
| YTD | +64.2% | +23.9% | +40.3% | +53.7% |
| 1Y | +78.5% | +21.2% | +57.3% | +68.2% |
| 3Y | +272.9% | +44.8% | +228.1% | +236.0% |
| All | +500.5% | +41.2% | +459.3% | +408.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling