+848.9%
TRGP vs URA
+369.2%
+479.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.4% |
| 7D | -0.7% | +5.7% | -6.4% | -3.0% |
| 30D | +9.5% | +5.6% | +3.9% | +6.3% |
| 3M | +10.8% | +6.2% | +4.6% | +5.8% |
| 6M | +25.3% | -8.2% | +33.6% | +24.3% |
| YTD | +60.3% | +9.7% | +50.6% | +42.7% |
| 1Y | +84.6% | +17.0% | +67.6% | +52.6% |
| 3Y | +264.4% | +118.5% | +145.9% | +94.4% |
| 5Y | +636.6% | +134.3% | +502.2% | +238.4% |
| 10Y | +848.9% | +377.5% | +471.4% | +133.3% |
| All | +848.9% | +369.2% | +479.7% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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