+5,440.1%
TSM vs TRGP
+2,231.3%
+3,208.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +3.1% |
| 7D | +2.7% | +0.8% | +2.0% | +2.6% |
| 30D | +3.6% | +11.5% | -7.9% | +1.4% |
| 3M | -3.4% | +9.0% | -12.4% | -5.2% |
| 6M | +20.6% | +20.5% | +0.1% | +15.9% |
| YTD | +41.9% | +59.5% | -17.7% | +29.5% |
| 1Y | +84.4% | +77.9% | +6.5% | +64.6% |
| 3Y | +380.2% | +253.6% | +126.6% | +280.1% |
| 5Y | +275.3% | +615.5% | -340.1% | +163.0% |
| 10Y | +1,751.4% | +897.1% | +854.3% | +993.0% |
| All | +5,440.1% | +2,231.3% | +3,208.9% | +2,140.0% |
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