+778.4%
CSCO vs TRGP
+2,231.3%
-1,452.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | -0.7% | +0.8% | -1.4% | -0.8% |
| 30D | -10.1% | +11.5% | -21.6% | -11.7% |
| 3M | -15.7% | +9.0% | -24.7% | -17.0% |
| 6M | +36.3% | +20.5% | +15.8% | +32.0% |
| YTD | +43.8% | +59.5% | -15.7% | +33.5% |
| 1Y | +63.9% | +77.9% | -14.0% | +49.2% |
| 3Y | +104.4% | +253.6% | -149.2% | +66.8% |
| 5Y | +111.4% | +615.5% | -504.1% | +54.5% |
| 10Y | +361.7% | +897.1% | -535.4% | +194.6% |
| All | +778.4% | +2,231.3% | -1,452.9% | +268.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling