+645.9%
TRGP vs TXG
-64.0%
+709.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.3% |
| 7D | -0.6% | +5.0% | -5.6% | -1.0% |
| 30D | +10.0% | +13.5% | -3.5% | +8.6% |
| 3M | +7.6% | +128.0% | -120.4% | -1.0% |
| 6M | +26.8% | +224.4% | -197.6% | +11.6% |
| YTD | +60.6% | +307.0% | -246.4% | +37.3% |
| 1Y | +82.5% | +427.2% | -344.8% | +49.9% |
| 3Y | +265.0% | +40.2% | +224.9% | +234.1% |
| 5Y | +645.9% | -64.0% | +709.9% | +587.5% |
| All | +645.9% | -64.0% | +709.9% | +587.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling