+567.3%
VMC vs TRGP
+2,242.0%
-1,674.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | -5.3% | -0.7% | -4.6% | -5.2% |
| 30D | -12.3% | +9.5% | -21.7% | -14.3% |
| 3M | -10.3% | +10.8% | -21.1% | -13.0% |
| 6M | -8.6% | +25.3% | -33.9% | -14.3% |
| YTD | -11.9% | +60.3% | -72.1% | -22.3% |
| 1Y | -13.9% | +84.6% | -98.5% | -27.0% |
| 3Y | +18.2% | +264.4% | -246.2% | -16.8% |
| 5Y | +47.7% | +636.6% | -588.8% | -13.8% |
| 10Y | +152.5% | +848.9% | -696.4% | +12.0% |
| All | +567.3% | +2,242.0% | -1,674.7% | +79.4% |
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