+2,174.7%
TRGP vs VCLT
+87.0%
+2,087.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +0.8% | -0.5% | +1.3% | +1.0% |
| 30D | +11.5% | -0.9% | +12.4% | +11.8% |
| 3M | +9.0% | -3.2% | +12.2% | +10.3% |
| 6M | +20.5% | -3.8% | +24.3% | +22.1% |
| YTD | +59.5% | -2.0% | +61.5% | +60.4% |
| 1Y | +77.9% | -0.8% | +78.7% | +77.7% |
| 3Y | +253.6% | +12.3% | +241.3% | +232.6% |
| 5Y | +615.5% | -15.4% | +630.9% | +659.3% |
| 10Y | +897.1% | +15.7% | +881.4% | +969.0% |
| All | +2,174.7% | +87.0% | +2,087.7% | +2,921.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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