+499.2%
WAT vs TRGP
+2,254.6%
-1,755.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.5% |
| 7D | +0.7% | +2.4% | -1.7% | +0.4% |
| 30D | +9.0% | +0.8% | +8.1% | +8.7% |
| 3M | +13.5% | +10.4% | +3.1% | +11.6% |
| 6M | +35.3% | +16.3% | +19.0% | +31.7% |
| YTD | +24.0% | +61.1% | -37.1% | +14.8% |
| 1Y | +22.0% | +71.6% | -49.7% | +11.8% |
| 3Y | +84.0% | +267.5% | -183.5% | +49.9% |
| 5Y | +34.4% | +488.1% | -453.8% | +1.9% |
| 10Y | +231.4% | +803.8% | -572.4% | +114.9% |
| All | +499.2% | +2,254.6% | -1,755.4% | +129.2% |
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