+487.7%
TRGP vs USFR
+28.6%
+459.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +12.4% | +0.1% | +12.3% | +12.3% |
| 30D | +2.6% | +0.4% | +2.3% | +2.5% |
| 3M | +11.9% | +1.1% | +10.8% | +11.4% |
| 6M | +13.9% | +2.0% | +11.9% | +13.0% |
| YTD | +64.2% | +3.5% | +60.7% | +62.0% |
| 1Y | +78.5% | +4.1% | +74.4% | +75.8% |
| 3Y | +272.9% | +14.4% | +258.6% | +255.4% |
| 5Y | +510.7% | +21.4% | +489.3% | +470.3% |
| 10Y | +821.0% | +28.6% | +792.4% | +753.1% |
| All | +487.7% | +28.6% | +459.1% | +435.8% |
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