+142.7%
WFC vs TRGP
+868.8%
-726.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +0.3% | -0.6% | +0.8% | +0.4% |
| 30D | +2.3% | +10.0% | -7.7% | -0.7% |
| 3M | +9.8% | +7.6% | +2.1% | +6.8% |
| 6M | +15.6% | +26.8% | -11.2% | +6.8% |
| YTD | -2.4% | +60.6% | -63.0% | -16.0% |
| 1Y | +13.8% | +82.5% | -68.7% | -6.0% |
| 3Y | +134.6% | +265.0% | -130.4% | +57.0% |
| 5Y | +127.9% | +645.9% | -518.0% | +23.0% |
| All | +142.7% | +868.8% | -726.1% | +8.1% |
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