+128.3%
WFC vs TRGP
+639.4%
-511.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | +0.4% | -0.7% | +1.2% | +0.7% |
| 30D | +2.5% | +9.5% | -7.0% | -0.8% |
| 3M | +10.0% | +10.8% | -0.8% | +5.4% |
| 6M | +15.1% | +25.3% | -10.3% | +4.9% |
| YTD | -2.2% | +60.3% | -62.5% | -18.9% |
| 1Y | +13.5% | +84.6% | -71.1% | -11.4% |
| 3Y | +135.2% | +264.4% | -129.1% | +39.4% |
| 5Y | +128.3% | +636.6% | -508.3% | -0.4% |
| All | +128.3% | +639.4% | -511.1% | -0.4% |
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