+910.0%
TRGP vs USHY
+50.4%
+859.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.5% |
| 7D | -0.7% | -0.1% | -0.6% | -0.4% |
| 30D | +9.5% | 0.0% | +9.5% | +9.5% |
| 3M | +10.8% | +0.8% | +10.0% | +8.1% |
| 6M | +25.3% | +1.9% | +23.4% | +18.3% |
| YTD | +60.3% | +2.3% | +58.0% | +49.9% |
| 1Y | +84.6% | +4.1% | +80.4% | +64.4% |
| 3Y | +264.4% | +27.8% | +236.6% | +90.4% |
| 5Y | +636.6% | +21.5% | +615.1% | +358.5% |
| All | +910.0% | +50.4% | +859.6% | +476.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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