+855.6%
TRGP vs Z
-6.2%
+861.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.8% |
| 7D | -0.6% | -11.6% | +11.0% | +1.9% |
| 30D | +10.0% | -8.5% | +18.4% | +11.6% |
| 3M | +7.6% | -7.9% | +15.5% | +8.1% |
| 6M | +26.8% | -29.1% | +55.9% | +33.9% |
| YTD | +60.6% | -54.2% | +114.7% | +85.4% |
| 1Y | +82.5% | -63.5% | +146.0% | +121.0% |
| 3Y | +265.0% | -38.6% | +303.6% | +272.0% |
| 5Y | +645.9% | -66.0% | +711.9% | +720.2% |
| All | +855.6% | -6.2% | +861.8% | +520.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling