+5,151.7%
TSM vs TRGP
+2,291.1%
+2,860.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -2.2% |
| 7D | +14.8% | +9.0% | +5.8% | +13.1% |
| 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% | -0.8% |
| YTD | +34.5% | +63.6% | -29.1% | +22.1% |
| 1Y | +41.0% | +77.0% | -36.0% | +26.1% |
| 3Y | +333.1% | +273.2% | +60.0% | +239.6% |
| 5Y | +270.1% | +508.6% | -238.5% | +165.8% |
| 10Y | +1,608.7% | +817.8% | +790.9% | +923.3% |
| All | +5,151.7% | +2,291.1% | +2,860.6% | +2,012.5% |
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