+3.9%
WFC vs TRGP
+76.5%
-72.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +2.5% | +12.4% | -9.9% | +2.8% |
| 30D | +7.0% | +2.6% | +4.4% | +6.7% |
| 3M | -1.8% | +11.9% | -13.6% | -2.0% |
| 6M | +18.4% | +13.9% | +4.5% | +17.6% |
| YTD | -5.6% | +64.2% | -69.8% | -10.1% |
| 1Y | +3.9% | +78.5% | -74.6% | -2.8% |
| All | +3.9% | +76.5% | -72.6% | -2.8% |
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