+2,174.7%
TRGP vs STZ
+601.7%
+1,572.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +0.8% | -1.9% | +2.7% | +1.5% |
| 30D | +11.5% | -1.9% | +13.4% | +12.1% |
| 3M | +9.0% | -6.2% | +15.2% | +11.1% |
| 6M | +20.5% | -14.0% | +34.5% | +26.3% |
| YTD | +59.5% | -5.1% | +64.6% | +59.7% |
| 1Y | +77.9% | -9.6% | +87.5% | +80.7% |
| 3Y | +253.6% | -47.2% | +300.8% | +333.8% |
| 5Y | +615.5% | -33.6% | +649.1% | +688.0% |
| 10Y | +897.1% | -9.8% | +906.9% | +903.6% |
| All | +2,174.7% | +601.7% | +1,572.9% | +1,234.5% |
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