+11.4%
WBD vs TRGP
+863.3%
-851.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +1.4% | +8.0% | -6.6% | -0.7% |
| 3M | +4.4% | +8.3% | -3.9% | +1.9% |
| 6M | +0.8% | +23.9% | -23.1% | -5.2% |
| YTD | -2.7% | +59.6% | -62.3% | -14.6% |
| 1Y | +73.4% | +79.4% | -6.0% | +47.3% |
| 3Y | +142.1% | +269.4% | -127.3% | +72.2% |
| 5Y | +7.2% | +641.6% | -634.4% | -34.8% |
| All | +11.4% | +863.3% | -851.9% | -42.0% |
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