+108.5%
CSCO vs TRGP
+265.9%
-157.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | -0.5% | -0.6% | +0.1% | -0.4% |
| 30D | -10.1% | +14.6% | -24.7% | -13.1% |
| 3M | -11.7% | +11.9% | -23.7% | -14.5% |
| 6M | +40.1% | +25.3% | +14.8% | +31.9% |
| YTD | +43.8% | +61.9% | -18.1% | +27.2% |
| 1Y | +66.6% | +87.3% | -20.7% | +41.5% |
| 3Y | +108.5% | +268.0% | -159.5% | +56.4% |
| All | +108.5% | +265.9% | -157.3% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling