+471.4%
TRGP vs TXT
+14.4%
+457.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.2% | +2.1% |
| 7D | -5.8% | -1.1% | -4.7% | -5.3% |
| 30D | -1.5% | +17.1% | -18.6% | -8.2% |
| 3M | +6.1% | -2.6% | +8.7% | +6.9% |
| 6M | +14.4% | -4.6% | +18.9% | +15.2% |
| YTD | +55.3% | -0.3% | +55.7% | +51.3% |
| 1Y | +69.1% | +5.9% | +63.2% | +59.4% |
| 3Y | +254.3% | +14.4% | +239.9% | +205.6% |
| 5Y | +471.4% | +15.9% | +455.5% | +374.4% |
| All | +471.4% | +14.4% | +457.0% | +374.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling