+112.4%
WFC vs TRGP
+822.5%
-710.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +2.5% | +12.4% | -9.9% | -0.9% |
| 30D | +7.0% | +2.6% | +4.4% | +5.8% |
| 3M | -1.8% | +11.9% | -13.6% | -5.5% |
| 6M | +18.4% | +13.9% | +4.5% | +12.8% |
| YTD | -5.6% | +64.2% | -69.8% | -19.6% |
| 1Y | +3.9% | +78.5% | -74.6% | -13.8% |
| 3Y | +126.3% | +272.9% | -146.6% | +49.8% |
| 5Y | +91.1% | +510.7% | -419.6% | +8.3% |
| All | +112.4% | +822.5% | -710.1% | -4.9% |
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 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