+638.2%
TRGP vs Z
-67.0%
+705.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.4% | +7.9% | +2.1% |
| 7D | -0.6% | -3.3% | +2.7% | -0.3% |
| 30D | +14.6% | -3.7% | +18.3% | +14.8% |
| 3M | +11.9% | -7.0% | +18.9% | +12.2% |
| 6M | +25.3% | -29.5% | +54.8% | +29.3% |
| YTD | +61.9% | -52.6% | +114.4% | +74.9% |
| 1Y | +87.3% | -64.0% | +151.3% | +109.5% |
| 3Y | +268.0% | -36.4% | +304.4% | +275.0% |
| 5Y | +638.2% | -65.8% | +704.0% | +620.7% |
| All | +638.2% | -67.0% | +705.2% | +620.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling