+335.7%
CSCO vs TRGP
+819.3%
-483.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.0% |
| 7D | +6.6% | +9.0% | -2.4% | +5.1% |
| 30D | -11.3% | +1.5% | -12.9% | -11.6% |
| 3M | -17.3% | +10.7% | -28.1% | -18.8% |
| 6M | +3.5% | +17.1% | -13.6% | +0.6% |
| YTD | +34.9% | +63.6% | -28.7% | +24.1% |
| 1Y | +40.5% | +77.0% | -36.5% | +27.6% |
| 3Y | +109.3% | +273.2% | -163.9% | +68.3% |
| 5Y | +105.9% | +508.6% | -402.7% | +52.7% |
| All | +335.7% | +819.3% | -483.6% | +196.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling