-69.9%
VFC vs TRGP
+868.8%
-938.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.6% |
| 7D | -3.3% | -0.6% | -2.7% | -3.2% |
| 30D | -14.0% | +10.0% | -24.0% | -16.3% |
| 3M | -22.6% | +7.6% | -30.2% | -24.6% |
| 6M | -24.7% | +26.8% | -51.5% | -30.3% |
| YTD | -29.0% | +60.6% | -89.5% | -38.5% |
| 1Y | -13.8% | +82.5% | -96.3% | -28.0% |
| 3Y | -28.2% | +265.0% | -293.3% | -49.6% |
| 5Y | -79.0% | +645.9% | -724.9% | -87.6% |
| All | -69.9% | +868.8% | -938.6% | -84.7% |
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