+5,035.0%
TSM vs TRGP
+2,170.2%
+2,864.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.5% |
| 7D | -2.1% | -5.8% | +3.7% | -1.0% |
| 30D | -12.5% | -1.5% | -11.1% | -12.3% |
| 3M | -5.0% | +6.1% | -11.1% | -6.2% |
| 6M | -3.2% | +14.4% | -17.6% | -6.0% |
| YTD | +31.5% | +55.3% | -23.9% | +20.5% |
| 1Y | +35.7% | +69.1% | -33.4% | +22.3% |
| 3Y | +323.5% | +254.3% | +69.2% | +235.1% |
| 5Y | +263.4% | +471.4% | -208.0% | +163.8% |
| 10Y | +1,598.5% | +773.0% | +825.5% | +926.2% |
| All | +5,035.0% | +2,170.2% | +2,864.8% | +1,984.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling