+785.7%
TRGP vs TXG
+27.0%
+758.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.9% |
| 7D | +0.1% | +9.5% | -9.4% | -0.9% |
| 30D | +8.0% | +18.8% | -10.7% | +5.9% |
| 3M | +8.3% | +136.1% | -127.9% | -2.4% |
| 6M | +23.9% | +235.2% | -211.3% | +6.2% |
| YTD | +59.6% | +320.5% | -260.9% | +32.3% |
| 1Y | +79.4% | +425.2% | -345.8% | +43.0% |
| 3Y | +269.4% | +42.9% | +226.5% | +231.8% |
| 5Y | +641.6% | -62.8% | +704.5% | +653.2% |
| All | +785.7% | +27.0% | +758.7% | +535.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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