+383.5%
WFC vs TRGP
+2,231.3%
-1,847.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | +3.8% | +0.8% | +3.0% | +3.6% |
| 30D | +1.5% | +11.5% | -10.0% | -1.5% |
| 3M | +10.9% | +9.0% | +1.9% | +7.9% |
| 6M | +8.4% | +20.5% | -12.1% | +2.6% |
| YTD | -1.9% | +59.5% | -61.4% | -13.7% |
| 1Y | +12.3% | +77.9% | -65.6% | -4.3% |
| 3Y | +132.3% | +253.6% | -121.3% | +65.4% |
| 5Y | +130.1% | +615.5% | -485.4% | +36.3% |
| 10Y | +134.4% | +897.1% | -762.7% | +12.3% |
| All | +383.5% | +2,231.3% | -1,847.8% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling