+359.9%
CSCO vs TRGP
+868.8%
-508.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | -1.1% | -0.6% | -0.5% | -1.0% |
| 30D | -10.8% | +10.0% | -20.8% | -12.2% |
| 3M | -9.2% | +7.6% | -16.8% | -10.5% |
| 6M | +39.5% | +26.8% | +12.8% | +33.9% |
| YTD | +41.5% | +60.6% | -19.0% | +30.7% |
| 1Y | +61.0% | +82.5% | -21.5% | +45.3% |
| 3Y | +105.2% | +265.0% | -159.8% | +65.6% |
| 5Y | +113.4% | +645.9% | -532.4% | +54.0% |
| All | +359.9% | +868.8% | -508.9% | +209.5% |
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 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