+108.7%
USB vs TRGP
+891.3%
-782.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.1% |
| 7D | +1.4% | +0.8% | +0.7% | +1.2% |
| 30D | -1.3% | +11.5% | -12.8% | -4.5% |
| 3M | +15.2% | +9.0% | +6.3% | +11.9% |
| 6M | +18.8% | +20.5% | -1.7% | +11.7% |
| YTD | +21.0% | +59.5% | -38.5% | +4.7% |
| 1Y | +34.0% | +77.9% | -43.9% | +12.0% |
| 3Y | +95.3% | +253.6% | -158.3% | +32.6% |
| 5Y | +40.4% | +615.5% | -575.1% | -22.3% |
| All | +108.7% | +891.3% | -782.5% | -6.6% |
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