+2,233.0%
TRGP vs STZ
+697.9%
+1,535.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +9.0% | 0.0% | +9.0% | +9.0% |
| 30D | +1.5% | +14.7% | -13.2% | -4.0% |
| 3M | +10.7% | +8.8% | +1.9% | +6.4% |
| 6M | +17.1% | +3.1% | +14.1% | +14.3% |
| YTD | +63.6% | +7.9% | +55.7% | +55.0% |
| 1Y | +77.0% | +14.2% | +62.8% | +63.6% |
| 3Y | +273.2% | -35.2% | +308.4% | +319.7% |
| 5Y | +508.6% | -29.6% | +538.2% | +553.7% |
| 10Y | +817.8% | +12.2% | +805.6% | +758.6% |
| All | +2,233.0% | +697.9% | +1,535.1% | +1,195.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling