+853.8%
TRGP vs STZ
-12.0%
+865.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -0.7% | -6.0% | +5.3% | +2.2% |
| 30D | +9.5% | -8.9% | +18.3% | +14.2% |
| 3M | +10.8% | -12.6% | +23.4% | +17.4% |
| 6M | +25.3% | -17.2% | +42.5% | +35.4% |
| YTD | +60.3% | -10.0% | +70.3% | +63.7% |
| 1Y | +84.6% | -14.3% | +98.9% | +92.4% |
| 3Y | +264.4% | -49.9% | +314.3% | +393.8% |
| 5Y | +636.6% | -38.2% | +674.8% | +746.8% |
| All | +853.8% | -12.0% | +865.8% | +884.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling