+437.3%
TRGP vs WING
+685.5%
-248.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.2% | +7.0% | +3.6% |
| 7D | -5.8% | +5.0% | -10.7% | -6.8% |
| 30D | -1.5% | +38.7% | -40.2% | -8.4% |
| 3M | +6.1% | +44.7% | -38.6% | -3.0% |
| 6M | +14.4% | +31.5% | -17.1% | +5.2% |
| YTD | +55.3% | -28.4% | +83.8% | +59.8% |
| 1Y | +69.1% | -28.2% | +97.3% | +73.0% |
| 3Y | +254.3% | -18.4% | +272.7% | +220.2% |
| 5Y | +471.4% | +5.2% | +466.2% | +350.6% |
| 10Y | +773.0% | +699.8% | +73.2% | +178.3% |
| All | +437.3% | +685.5% | -248.3% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling