+855.6%
TRGP vs TXT
+103.1%
+752.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.7% |
| 7D | -0.6% | -0.2% | -0.3% | -0.4% |
| 30D | +10.0% | -10.2% | +20.2% | +17.3% |
| 3M | +7.6% | -13.3% | +20.9% | +16.0% |
| 6M | +26.8% | -14.4% | +41.1% | +36.4% |
| YTD | +60.6% | -9.1% | +69.7% | +64.9% |
| 1Y | +82.5% | -2.2% | +84.6% | +77.8% |
| 3Y | +265.0% | +5.1% | +260.0% | +226.5% |
| 5Y | +645.9% | +12.8% | +633.1% | +515.9% |
| All | +855.6% | +103.1% | +752.5% | +490.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling