+1,282.5%
TSEM vs TRGP
+863.3%
+419.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.8% |
| 7D | -4.9% | +0.1% | -4.9% | -4.9% |
| 30D | -18.7% | +8.0% | -26.8% | -20.3% |
| 3M | -18.1% | +8.3% | -26.4% | -19.9% |
| 6M | +77.1% | +23.9% | +53.2% | +68.4% |
| YTD | +80.1% | +59.6% | +20.5% | +62.2% |
| 1Y | +220.4% | +79.4% | +141.0% | +180.7% |
| 3Y | +650.1% | +269.4% | +380.6% | +471.2% |
| 5Y | +628.9% | +641.6% | -12.8% | +374.1% |
| All | +1,282.5% | +863.3% | +419.2% | +734.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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