+1,643.1%
TSM vs TRGP
+822.5%
+820.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | +6.2% | +12.4% | -6.2% | +4.0% |
| 30D | -7.3% | +2.6% | -9.9% | -7.7% |
| 3M | -7.1% | +11.9% | -19.0% | -9.2% |
| 6M | +0.2% | +13.9% | -13.7% | -2.6% |
| YTD | +32.2% | +64.2% | -32.0% | +19.6% |
| 1Y | +42.8% | +78.5% | -35.7% | +27.0% |
| 3Y | +330.4% | +272.9% | +57.5% | +235.7% |
| 5Y | +263.9% | +510.7% | -246.8% | +160.2% |
| All | +1,643.1% | +822.5% | +820.6% | +976.4% |
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