+290.7%
TSM vs TRGP
+631.5%
-340.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.9% |
| 7D | +6.0% | -0.6% | +6.6% | +6.2% |
| 30D | +4.5% | +14.6% | -10.1% | 0.0% |
| 3M | +3.1% | +11.9% | -8.8% | -1.2% |
| 6M | +30.2% | +25.3% | +4.9% | +19.5% |
| YTD | +45.2% | +61.9% | -16.7% | +21.6% |
| 1Y | +79.6% | +87.3% | -7.7% | +41.9% |
| 3Y | +411.0% | +268.0% | +143.0% | +219.0% |
| 5Y | +290.7% | +638.2% | -347.5% | +95.2% |
| All | +290.7% | +631.5% | -340.7% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling