+27.3%
WAT vs TRGP
+89.5%
-62.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +0.8% |
| 7D | -1.9% | -6.5% | +4.5% | -3.0% |
| 30D | +6.2% | -0.4% | +6.7% | +6.6% |
| 3M | +18.1% | +8.8% | +9.2% | +20.7% |
| 6M | +54.9% | +11.0% | +43.9% | +59.6% |
| YTD | +23.1% | +57.4% | -34.3% | +29.0% |
| 1Y | +27.3% | +87.9% | -60.6% | +32.7% |
| All | +27.3% | +89.5% | -62.3% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling