+1,789.0%
TSM vs TRGP
+867.0%
+921.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +4.8% | -0.7% | +5.5% | +4.9% |
| 30D | +4.0% | +9.5% | -5.4% | +2.2% |
| 3M | +2.0% | +10.8% | -8.8% | -0.3% |
| 6M | +25.5% | +25.3% | +0.2% | +19.6% |
| YTD | +44.0% | +60.3% | -16.3% | +31.0% |
| 1Y | +75.4% | +84.6% | -9.1% | +55.0% |
| 3Y | +406.7% | +264.4% | +142.4% | +297.3% |
| 5Y | +285.0% | +636.6% | -351.6% | +168.5% |
| All | +1,789.0% | +867.0% | +921.9% | +1,060.7% |
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