+2,233.0%
TRGP vs TXT
+266.1%
+1,966.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.6% |
| 7D | +9.0% | -1.1% | +10.1% | +9.6% |
| 30D | +1.5% | +13.3% | -11.7% | -5.7% |
| 3M | +10.7% | -5.1% | +15.9% | +12.9% |
| 6M | +17.1% | -7.1% | +24.3% | +19.5% |
| YTD | +63.6% | -3.2% | +66.8% | +60.9% |
| 1Y | +77.0% | +2.3% | +74.7% | +68.5% |
| 3Y | +273.2% | +11.1% | +262.1% | +228.9% |
| 5Y | +508.6% | +10.0% | +498.6% | +429.1% |
| 10Y | +817.8% | +91.1% | +726.7% | +483.7% |
| All | +2,233.0% | +266.1% | +1,966.9% | +958.2% |
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