+132.8%
WFC vs TRGP
+262.4%
-129.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.7% |
| YTD | -2.4% | +60.6% | -63.0% | -18.3% |
| 1Y | +13.8% | +82.5% | -68.7% | -9.8% |
| All | +132.8% | +262.4% | -129.6% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling