+690.4%
TRGP vs NWSA
+127.4%
+563.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.2% |
| 7D | +0.8% | -1.9% | +2.6% | +1.8% |
| 30D | +11.5% | +4.6% | +6.9% | +8.8% |
| 3M | +9.0% | +13.2% | -4.2% | +0.8% |
| 6M | +20.5% | +27.0% | -6.5% | +3.7% |
| YTD | +59.5% | +16.8% | +42.7% | +42.7% |
| 1Y | +77.9% | +4.5% | +73.4% | +68.6% |
| 3Y | +253.6% | +46.2% | +207.3% | +168.7% |
| 5Y | +615.5% | +40.9% | +574.6% | +429.7% |
| 10Y | +897.1% | +145.1% | +752.0% | +379.3% |
| All | +690.4% | +127.4% | +563.0% | +290.4% |
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