+98.3%
CSCO vs TRGP
+474.6%
-376.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.2% |
| 7D | -4.7% | -5.8% | +1.1% | -3.3% |
| 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% | -1.6% |
| YTD | +29.8% | +55.3% | -25.6% | +15.2% |
| 1Y | +38.7% | +69.1% | -30.4% | +20.2% |
| 3Y | +101.3% | +254.3% | -153.0% | +42.5% |
| All | +98.3% | +474.6% | -376.3% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling