+169.9%
VSH vs TRGP
+2,231.3%
-2,061.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.8% |
| 7D | +4.1% | +0.8% | +3.3% | +3.8% |
| 30D | -4.2% | +11.5% | -15.7% | -7.6% |
| 3M | -50.0% | +9.0% | -59.0% | -51.6% |
| 6M | +80.2% | +20.5% | +59.7% | +69.2% |
| YTD | +121.1% | +59.5% | +61.6% | +91.2% |
| 1Y | +112.0% | +77.9% | +34.1% | +76.8% |
| 3Y | +22.5% | +253.6% | -231.1% | -15.9% |
| 5Y | +64.0% | +615.5% | -551.4% | -8.6% |
| 10Y | +170.4% | +897.1% | -726.7% | +15.6% |
| All | +169.9% | +2,231.3% | -2,061.3% | -45.7% |
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