+77.9%
TRGP vs NWSA
+5.5%
+72.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.3% |
| 7D | +0.8% | -1.9% | +2.6% | +0.7% |
| 30D | +11.5% | +4.6% | +6.9% | +11.7% |
| 3M | +9.0% | +13.2% | -4.2% | +10.4% |
| 6M | +20.5% | +27.0% | -6.5% | +22.2% |
| YTD | +59.5% | +16.8% | +42.7% | +62.0% |
| 1Y | +77.9% | +4.5% | +73.4% | +78.2% |
| All | +77.9% | +5.5% | +72.4% | +78.2% |
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