+803.8%
TRGP vs Z
-14.8%
+818.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.4% |
| 7D | +2.4% | -13.1% | +15.4% | +5.2% |
| 30D | +0.8% | +5.9% | -5.0% | -1.2% |
| 3M | +10.4% | -13.7% | +24.0% | +12.0% |
| 6M | +16.3% | -27.1% | +43.4% | +21.3% |
| YTD | +61.1% | -56.8% | +117.9% | +86.0% |
| 1Y | +71.6% | -60.2% | +131.8% | +101.4% |
| 3Y | +267.5% | -19.7% | +287.2% | +246.3% |
| 5Y | +488.1% | -53.7% | +541.8% | +495.6% |
| 10Y | +803.8% | -16.9% | +820.6% | +514.1% |
| All | +803.8% | -14.8% | +818.5% | +514.1% |
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