+486.2%
RTX vs TRGP
+2,254.6%
-1,768.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.3% |
| 7D | +1.4% | +2.4% | -0.9% | +0.9% |
| 30D | +7.8% | +0.8% | +7.0% | +7.5% |
| 3M | -9.8% | +10.4% | -20.1% | -12.0% |
| 6M | +13.5% | +16.3% | -2.7% | +9.0% |
| YTD | +10.9% | +61.1% | -50.2% | -1.3% |
| 1Y | +14.0% | +71.6% | -57.6% | -0.2% |
| 3Y | +159.9% | +267.5% | -107.6% | +88.6% |
| 5Y | +151.7% | +488.1% | -336.5% | +62.2% |
| 10Y | +269.0% | +803.8% | -534.8% | +82.6% |
| All | +486.2% | +2,254.6% | -1,768.4% | +98.1% |
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