+2,174.7%
TRGP vs TXT
+243.3%
+1,931.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +0.8% | -4.8% | +5.6% | +3.4% |
| 30D | +11.5% | -10.6% | +22.1% | +18.3% |
| 3M | +9.0% | -13.2% | +22.2% | +16.4% |
| 6M | +20.5% | -20.3% | +40.8% | +34.0% |
| YTD | +59.5% | -9.3% | +68.8% | +63.8% |
| 1Y | +77.9% | -2.7% | +80.6% | +74.9% |
| 3Y | +253.6% | +1.4% | +252.2% | +230.2% |
| 5Y | +615.5% | +9.6% | +605.9% | +525.9% |
| 10Y | +897.1% | +94.9% | +802.2% | +537.3% |
| All | +2,174.7% | +243.3% | +1,931.4% | +977.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling