+26.7%
WBD vs TRGP
+2,242.0%
-2,215.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.5% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | +3.9% | +9.5% | -5.6% | +1.5% |
| 3M | +5.1% | +10.8% | -5.7% | +2.2% |
| 6M | +0.6% | +25.3% | -24.8% | -5.3% |
| YTD | -3.2% | +60.3% | -63.4% | -14.2% |
| 1Y | +127.7% | +84.6% | +43.1% | +94.6% |
| 3Y | +146.6% | +264.4% | -117.8% | +80.1% |
| 5Y | +4.2% | +636.6% | -632.4% | -34.7% |
| 10Y | +13.7% | +848.9% | -835.2% | -41.6% |
| All | +26.7% | +2,242.0% | -2,215.3% | -56.9% |
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