+638.2%
TRGP vs STZ
-36.5%
+674.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +2.7% |
| 7D | -0.6% | -7.4% | +6.8% | +1.0% |
| 30D | +14.6% | -10.9% | +25.5% | +17.3% |
| 3M | +11.9% | -13.4% | +25.4% | +15.2% |
| 6M | +25.3% | -16.2% | +41.5% | +29.5% |
| YTD | +61.9% | -10.4% | +72.3% | +63.4% |
| 1Y | +87.3% | -14.8% | +102.1% | +91.3% |
| 3Y | +268.0% | -50.1% | +318.1% | +335.3% |
| 5Y | +638.2% | -38.8% | +677.0% | +662.8% |
| All | +638.2% | -36.5% | +674.8% | +662.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling