+84.9%
USB vs TRGP
+762.8%
-677.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.1% |
| 7D | +1.4% | -5.8% | +7.2% | +3.0% |
| 30D | +6.4% | -1.5% | +7.9% | +6.5% |
| 3M | -4.5% | +6.1% | -10.6% | -6.6% |
| 6M | +11.4% | +14.4% | -3.0% | +6.1% |
| YTD | +17.1% | +55.3% | -38.3% | +1.6% |
| 1Y | +32.6% | +69.1% | -36.5% | +12.2% |
| 3Y | +101.8% | +254.3% | -152.5% | +36.2% |
| 5Y | +25.1% | +471.4% | -446.3% | -26.9% |
| 10Y | +84.9% | +773.0% | -688.1% | -15.9% |
| All | +84.9% | +762.8% | -677.9% | -15.9% |
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