+90.5%
WFC vs TRGP
+500.4%
-409.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.5% |
| 7D | +1.7% | +9.0% | -7.3% | -1.1% |
| 30D | +6.8% | +1.5% | +5.3% | +5.8% |
| 3M | -3.0% | +10.7% | -13.7% | -7.0% |
| 6M | +15.4% | +17.1% | -1.7% | +7.7% |
| YTD | -5.9% | +63.6% | -69.5% | -23.2% |
| 1Y | +1.7% | +77.0% | -75.3% | -19.6% |
| 3Y | +124.9% | +273.2% | -148.3% | +30.1% |
| 5Y | +90.5% | +508.6% | -418.1% | -19.7% |
| All | +90.5% | +500.4% | -409.9% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling