+474.6%
TRGP vs Z
+25.1%
+449.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.7% |
| 7D | +0.8% | -3.0% | +3.8% | +1.4% |
| 30D | +11.5% | -4.2% | +15.7% | +12.0% |
| 3M | +9.0% | -3.7% | +12.7% | +8.6% |
| 6M | +20.5% | -24.5% | +45.0% | +25.9% |
| YTD | +59.5% | -49.3% | +108.8% | +80.9% |
| 1Y | +77.9% | -58.7% | +136.6% | +110.2% |
| 3Y | +253.6% | -34.1% | +287.7% | +255.9% |
| 5Y | +615.5% | -64.5% | +680.0% | +684.2% |
| 10Y | +897.1% | -0.5% | +897.6% | +549.1% |
| All | +474.6% | +25.1% | +449.5% | +235.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling