+162.9%
RTX vs TRGP
+639.4%
-476.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | -11.6% | +9.5% | -21.0% | -13.6% |
| 3M | +9.2% | +10.8% | -1.6% | +5.8% |
| 6M | -4.4% | +25.3% | -29.8% | -10.8% |
| YTD | +8.9% | +60.3% | -51.4% | -5.3% |
| 1Y | +32.1% | +84.6% | -52.4% | +9.9% |
| 3Y | +151.2% | +264.4% | -113.1% | +64.0% |
| 5Y | +162.9% | +636.6% | -473.7% | +25.3% |
| All | +162.9% | +639.4% | -476.5% | +25.3% |
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