+221.6%
VNQ vs TRGP
+2,242.0%
-2,020.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -0.9% | -0.7% | -0.2% | -0.8% |
| 30D | -2.2% | +9.5% | -11.7% | -3.8% |
| 3M | -1.9% | +10.8% | -12.8% | -3.9% |
| 6M | +3.2% | +25.3% | -22.1% | -1.0% |
| YTD | +9.4% | +60.3% | -50.9% | +0.5% |
| 1Y | +7.5% | +84.6% | -77.0% | -3.7% |
| 3Y | +31.1% | +264.4% | -233.3% | +3.7% |
| 5Y | +6.6% | +636.6% | -630.0% | -25.2% |
| 10Y | +63.9% | +848.9% | -785.0% | -3.1% |
| All | +221.6% | +2,242.0% | -2,020.4% | +17.8% |
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