+7.2%
VNQ vs TRGP
+628.1%
-620.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -1.3% | +0.1% | -1.3% | -1.3% |
| 30D | -2.6% | +8.0% | -10.6% | -4.5% |
| 3M | -2.0% | +8.3% | -10.3% | -4.2% |
| 6M | +4.3% | +23.9% | -19.6% | -1.8% |
| YTD | +9.2% | +59.6% | -50.4% | -4.0% |
| 1Y | +5.6% | +79.4% | -73.8% | -10.3% |
| 3Y | +30.8% | +269.4% | -238.6% | -13.2% |
| All | +7.2% | +628.1% | -620.8% | -39.4% |
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 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