-39.3%
VG vs TRGP
+43.2%
-82.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.9% |
| 7D | +1.7% | +0.8% | +0.9% | +0.9% |
| 30D | +16.0% | +11.5% | +4.5% | +2.1% |
| 3M | +9.7% | +9.0% | +0.7% | +0.5% |
| 6M | +29.6% | +20.5% | +9.1% | +7.0% |
| YTD | +112.0% | +59.5% | +52.5% | +29.6% |
| 1Y | +12.8% | +77.9% | -65.1% | -39.0% |
| All | -39.3% | +43.2% | -82.6% | -57.0% |
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