+665.3%
TRGP vs VSXY
+42.7%
+622.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +1.1% |
| 7D | -0.6% | -6.8% | +6.2% | 0.0% |
| 30D | +14.6% | -20.4% | +34.9% | +16.9% |
| 3M | +11.9% | +2.9% | +9.0% | +11.1% |
| 6M | +25.3% | +67.9% | -42.6% | +16.4% |
| YTD | +61.9% | +44.9% | +17.0% | +52.2% |
| 1Y | +87.3% | +205.9% | -118.6% | +59.6% |
| 3Y | +268.0% | +373.9% | -105.9% | +177.9% |
| 5Y | +638.2% | +23.5% | +614.8% | +533.5% |
| All | +665.3% | +42.7% | +622.7% | +542.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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