+428.1%
WMT vs TRGP
+863.3%
-435.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -7.4% | +8.0% | -15.4% | -7.8% |
| 3M | -10.9% | +8.3% | -19.1% | -11.3% |
| 6M | -12.7% | +23.9% | -36.6% | -13.7% |
| YTD | -3.2% | +59.6% | -62.9% | -5.4% |
| 1Y | +5.3% | +79.4% | -74.2% | +2.2% |
| 3Y | +101.9% | +269.4% | -167.6% | +90.8% |
| 5Y | +134.6% | +641.6% | -507.1% | +117.5% |
| All | +428.1% | +863.3% | -435.2% | +413.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling