+488.1%
TRGP vs STZ
-28.3%
+516.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.9% |
| 7D | +2.4% | -0.9% | +3.3% | +2.6% |
| 30D | +0.8% | +14.9% | -14.1% | -2.1% |
| 3M | +10.4% | +8.4% | +1.9% | +8.3% |
| 6M | +16.3% | +2.8% | +13.4% | +15.1% |
| YTD | +61.1% | +7.5% | +53.6% | +56.3% |
| 1Y | +71.6% | +12.5% | +59.1% | +64.3% |
| 3Y | +267.5% | -35.4% | +302.9% | +301.1% |
| 5Y | +488.1% | -29.3% | +517.4% | +487.3% |
| All | +488.1% | -28.3% | +516.4% | +487.3% |
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