+420.9%
WAT vs TRGP
+2,231.3%
-1,810.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -1.3% | +0.8% | -2.1% | -1.4% |
| 30D | +2.3% | +11.5% | -9.2% | +0.6% |
| 3M | +8.7% | +9.0% | -0.2% | +7.1% |
| 6M | +28.3% | +20.5% | +7.8% | +24.3% |
| YTD | +7.8% | +59.5% | -51.7% | +0.1% |
| 1Y | +36.6% | +77.9% | -41.3% | +24.5% |
| 3Y | +45.7% | +253.6% | -207.9% | +19.4% |
| 5Y | -3.3% | +615.5% | -618.8% | -28.5% |
| 10Y | +162.1% | +897.1% | -735.0% | +67.9% |
| All | +420.9% | +2,231.3% | -1,810.4% | +99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling