+923.4%
VUG vs TRGP
+2,265.4%
-1,342.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.6% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | -1.4% | +14.6% | -16.0% | -3.8% |
| 3M | +2.3% | +11.9% | -9.6% | 0.0% |
| 6M | +15.7% | +25.3% | -9.6% | +10.7% |
| YTD | +8.6% | +61.9% | -53.2% | -0.7% |
| 1Y | +14.1% | +87.3% | -73.2% | +1.4% |
| 3Y | +87.9% | +268.0% | -180.1% | +48.1% |
| 5Y | +76.3% | +638.2% | -561.9% | +23.3% |
| 10Y | +409.7% | +821.9% | -412.3% | +206.1% |
| All | +923.4% | +2,265.4% | -1,342.0% | +299.1% |
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