+266.0%
TRGP vs STZ
-35.6%
+301.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.8% |
| 7D | +2.4% | -0.9% | +3.3% | +2.4% |
| 30D | +0.8% | +14.9% | -14.1% | -0.5% |
| 3M | +10.4% | +8.4% | +1.9% | +9.5% |
| 6M | +16.3% | +2.8% | +13.4% | +15.9% |
| YTD | +61.1% | +7.5% | +53.6% | +58.9% |
| 1Y | +71.6% | +12.5% | +59.1% | +68.2% |
| All | +266.0% | -35.6% | +301.5% | +276.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling