-10.4%
TSCO vs TRGP
+628.1%
-638.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.1% |
| 3M | +6.3% | +8.3% | -1.9% | +4.5% |
| 6M | -32.3% | +23.9% | -56.2% | -35.3% |
| YTD | -32.7% | +59.6% | -92.3% | -39.0% |
| 1Y | -43.7% | +79.4% | -123.1% | -50.2% |
| 3Y | -19.7% | +269.4% | -289.1% | -42.3% |
| All | -10.4% | +628.1% | -638.5% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling