+22.7%
USB vs TRGP
+433.5%
-410.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -0.6% |
| 7D | -1.5% | -12.6% | +11.2% | +2.7% |
| 30D | +4.3% | -4.5% | +8.8% | +5.4% |
| 3M | -6.1% | +4.9% | -11.0% | -8.5% |
| 6M | +9.4% | +5.6% | +3.8% | +5.7% |
| YTD | +15.2% | +50.1% | -34.9% | -3.2% |
| 1Y | +32.8% | +70.2% | -37.5% | +6.1% |
| 3Y | +91.3% | +228.5% | -137.2% | +13.1% |
| 5Y | +22.7% | +434.1% | -411.4% | -43.2% |
| All | +22.7% | +433.5% | -410.9% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling