+713.5%
TRGP vs NWSA
+102.5%
+611.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.3% | -1.1% |
| 7D | +12.4% | +2.2% | +10.2% | +11.0% |
| 30D | +2.6% | -8.8% | +11.4% | +6.8% |
| 3M | +11.9% | -6.5% | +18.4% | +14.5% |
| 6M | +13.9% | +1.5% | +12.4% | +10.3% |
| YTD | +64.2% | +4.0% | +60.2% | +54.5% |
| 1Y | +78.5% | +3.4% | +75.1% | +68.5% |
| 3Y | +272.9% | +34.8% | +238.1% | +193.5% |
| 5Y | +510.7% | +18.4% | +492.4% | +396.1% |
| 10Y | +821.0% | +149.2% | +671.8% | +328.0% |
| All | +713.5% | +102.5% | +611.0% | +322.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling