+53.4%
TRGP vs WETO
-99.4%
+152.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.9% | -0.5% |
| 7D | +0.1% | -4.3% | +4.4% | +0.1% |
| 30D | +8.0% | -39.9% | +47.9% | +6.6% |
| 3M | +8.3% | -97.9% | +106.2% | +6.8% |
| 6M | +23.9% | -95.0% | +119.0% | +20.9% |
| YTD | +59.6% | -97.2% | +156.8% | +55.6% |
| 1Y | +79.4% | -98.9% | +178.3% | +75.3% |
| All | +53.4% | -99.4% | +152.8% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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