+87.9%
TRGP vs NWSA
+18.2%
+69.6%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.7% | -8.3% | -4.0% |
| 7D | -6.5% | +4.3% | -10.7% | -5.8% |
| 30D | -0.4% | +5.6% | -6.0% | +0.3% |
| 3M | +8.8% | +7.3% | +1.6% | +9.9% |
| 6M | +11.0% | +18.8% | -7.8% | +14.2% |
| YTD | +57.4% | +17.9% | +39.5% | +61.8% |
| 1Y | +87.9% | +19.3% | +68.5% | +92.9% |
| All | +87.9% | +18.2% | +69.6% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling