+636.6%
TRGP vs USFR
+20.4%
+616.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +9.5% | +0.3% | +9.2% | +9.5% |
| 3M | +10.8% | +1.0% | +9.8% | +11.0% |
| 6M | +25.3% | +1.9% | +23.4% | +26.1% |
| YTD | +60.3% | +2.7% | +57.6% | +62.1% |
| 1Y | +84.6% | +4.0% | +80.6% | +89.1% |
| 3Y | +264.4% | +14.0% | +250.3% | +336.8% |
| 5Y | +636.6% | +20.4% | +616.2% | +943.1% |
| All | +636.6% | +20.4% | +616.2% | +943.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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