+471.4%
TRGP vs WING
+8.7%
+462.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.2% | +7.0% | +3.1% |
| 7D | -5.8% | +5.0% | -10.7% | -6.1% |
| 30D | -1.5% | +38.7% | -40.2% | -4.2% |
| 3M | +6.1% | +44.7% | -38.6% | +2.6% |
| 6M | +14.4% | +31.5% | -17.1% | +10.7% |
| YTD | +55.3% | -28.4% | +83.8% | +58.3% |
| 1Y | +69.1% | -28.2% | +97.3% | +71.9% |
| 3Y | +254.3% | -18.4% | +272.7% | +236.2% |
| 5Y | +471.4% | +5.2% | +466.2% | +410.4% |
| All | +471.4% | +8.7% | +462.7% | +410.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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