+479.4%
TRGP vs USFR
+27.6%
+451.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | +14.6% | +0.3% | +14.2% | +14.4% |
| 3M | +11.9% | +1.0% | +11.0% | +11.5% |
| 6M | +25.3% | +1.9% | +23.4% | +24.3% |
| YTD | +61.9% | +2.7% | +59.2% | +60.2% |
| 1Y | +87.3% | +4.0% | +83.3% | +84.5% |
| 3Y | +268.0% | +14.0% | +254.0% | +251.2% |
| 5Y | +638.2% | +20.4% | +617.8% | +591.6% |
| 10Y | +821.9% | +28.1% | +793.9% | +756.0% |
| All | +479.4% | +27.6% | +451.8% | +429.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling