+1,855.0%
VRT vs TRGP
+617.1%
+1,237.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -4.1% |
| 7D | -17.7% | -5.8% | -11.9% | -15.7% |
| 30D | -20.0% | -1.5% | -18.5% | -19.3% |
| 3M | -28.1% | +6.1% | -34.2% | -29.5% |
| 6M | -42.8% | +14.4% | -57.2% | -45.8% |
| YTD | +20.0% | +55.3% | -35.4% | +1.8% |
| 1Y | +3.5% | +69.1% | -65.6% | -14.9% |
| 3Y | +366.1% | +254.3% | +111.8% | +211.5% |
| 5Y | +632.2% | +471.4% | +160.8% | +323.4% |
| All | +1,855.0% | +617.1% | +1,237.9% | +531.5% |
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