+166.1%
WAT vs TRGP
+863.3%
-697.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.2% | +1.7% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | -1.9% | +8.0% | -9.9% | -3.1% |
| 3M | +13.5% | +8.3% | +5.3% | +11.9% |
| 6M | +37.2% | +23.9% | +13.3% | +32.3% |
| YTD | +7.5% | +59.6% | -52.1% | -0.4% |
| 1Y | +35.0% | +79.4% | -44.4% | +22.6% |
| 3Y | +55.1% | +269.4% | -214.4% | +25.7% |
| 5Y | -2.8% | +641.6% | -644.5% | -28.7% |
| All | +166.1% | +863.3% | -697.1% | +75.4% |
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