+638.2%
TRGP vs TXT
+12.6%
+625.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | +14.6% | -11.1% | +25.6% | +20.4% |
| 3M | +11.9% | -13.0% | +24.9% | +18.0% |
| 6M | +25.3% | -16.2% | +41.5% | +33.6% |
| YTD | +61.9% | -8.7% | +70.6% | +64.3% |
| 1Y | +87.3% | -3.8% | +91.1% | +84.4% |
| 3Y | +268.0% | +5.5% | +262.5% | +230.0% |
| 5Y | +638.2% | +12.3% | +625.9% | +512.4% |
| All | +638.2% | +12.6% | +625.6% | +512.4% |
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