+2.5%
WFC vs TRGP
+89.5%
-87.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.8% | +2.0% |
| 7D | +4.5% | -6.5% | +11.0% | +4.1% |
| 30D | +7.4% | -0.4% | +7.8% | +7.1% |
| 3M | -0.5% | +8.8% | -9.3% | -0.7% |
| 6M | +11.7% | +11.0% | +0.7% | +11.0% |
| YTD | -4.6% | +57.4% | -62.0% | -7.8% |
| 1Y | +2.5% | +87.9% | -85.3% | -2.2% |
| All | +2.5% | +89.5% | -87.0% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling