+478.3%
RTX vs TRGP
+2,299.4%
-1,821.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +4.8% | +12.4% | -7.6% | +2.1% |
| 30D | +6.5% | +2.6% | +3.9% | +5.7% |
| 3M | -9.6% | +11.9% | -21.5% | -12.1% |
| 6M | +12.3% | +13.9% | -1.6% | +8.4% |
| YTD | +9.5% | +64.2% | -54.7% | -3.1% |
| 1Y | +15.8% | +78.5% | -62.7% | +0.6% |
| 3Y | +157.0% | +272.9% | -115.9% | +85.9% |
| 5Y | +148.8% | +510.7% | -361.9% | +59.0% |
| 10Y | +264.0% | +821.0% | -556.9% | +79.4% |
| All | +478.3% | +2,299.4% | -1,821.1% | +94.6% |
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