+1,672.6%
TSM vs TRGP
+819.3%
+853.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -2.2% |
| 7D | +14.8% | +9.0% | +5.8% | +13.0% |
| 30D | -8.9% | +1.5% | -10.4% | -9.2% |
| 3M | -5.3% | +10.7% | -16.0% | -7.2% |
| 6M | +2.6% | +17.1% | -14.6% | -0.9% |
| YTD | +34.5% | +63.6% | -29.1% | +21.7% |
| 1Y | +41.0% | +77.0% | -36.0% | +25.6% |
| 3Y | +333.1% | +273.2% | +60.0% | +237.8% |
| 5Y | +270.1% | +508.6% | -238.5% | +164.8% |
| All | +1,672.6% | +819.3% | +853.3% | +995.3% |
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