+181.2%
TSCO vs TRGP
+863.3%
-682.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -1.0% | -1.4% |
| 7D | -5.7% | +0.1% | -5.7% | -5.7% |
| 30D | -8.8% | +8.0% | -16.8% | -9.8% |
| 3M | +6.3% | +8.3% | -1.9% | +4.9% |
| 6M | -32.3% | +23.9% | -56.2% | -34.5% |
| YTD | -32.7% | +59.6% | -92.3% | -37.3% |
| 1Y | -43.7% | +79.4% | -123.1% | -48.5% |
| 3Y | -19.7% | +269.4% | -289.1% | -34.5% |
| 5Y | -11.6% | +641.6% | -653.3% | -34.8% |
| All | +181.2% | +863.3% | -682.0% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling