-4.1%
WAT vs TRGP
+639.4%
-643.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | -1.7% | +9.5% | -11.1% | -3.6% |
| 3M | +9.1% | +10.8% | -1.7% | +6.4% |
| 6M | +32.4% | +25.3% | +7.1% | +25.1% |
| YTD | +6.6% | +60.3% | -53.7% | -5.3% |
| 1Y | +34.7% | +84.6% | -49.8% | +15.0% |
| 3Y | +53.6% | +264.4% | -210.8% | +7.1% |
| 5Y | -4.1% | +636.6% | -640.7% | -38.1% |
| All | -4.1% | +639.4% | -643.5% | -38.1% |
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