+484.7%
RTX vs TRGP
+2,231.3%
-1,746.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -5.2% | +0.8% | -5.9% | -5.3% |
| 30D | -9.4% | +11.5% | -20.9% | -11.7% |
| 3M | +12.3% | +9.0% | +3.3% | +9.7% |
| 6M | -3.1% | +20.5% | -23.6% | -7.7% |
| YTD | +10.7% | +59.5% | -48.9% | -1.2% |
| 1Y | +28.4% | +77.9% | -49.5% | +11.6% |
| 3Y | +147.1% | +253.6% | -106.5% | +81.0% |
| 5Y | +167.2% | +615.5% | -448.2% | +65.2% |
| 10Y | +274.7% | +897.1% | -622.4% | +82.8% |
| All | +484.7% | +2,231.3% | -1,746.6% | +98.4% |
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 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