+102.7%
CSCO vs TRGP
+254.1%
-151.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.2% |
| 7D | -4.7% | -5.8% | +1.1% | -3.4% |
| 30D | -17.1% | -1.5% | -15.6% | -16.9% |
| 3M | -19.6% | +6.1% | -25.7% | -21.0% |
| 6M | +2.4% | +14.4% | -12.0% | -1.5% |
| YTD | +29.8% | +55.3% | -25.6% | +15.5% |
| 1Y | +38.7% | +69.1% | -30.4% | +20.6% |
| All | +102.7% | +254.1% | -151.4% | +49.4% |
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