+135.9%
WMT vs TRGP
+628.1%
-492.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.5% |
| 3M | -10.9% | +8.3% | -19.1% | -12.1% |
| 6M | -12.7% | +23.9% | -36.6% | -15.7% |
| YTD | -3.2% | +59.6% | -62.9% | -10.2% |
| 1Y | +5.3% | +79.4% | -74.2% | -4.2% |
| 3Y | +101.9% | +269.4% | -167.6% | +65.6% |
| All | +135.9% | +628.1% | -492.2% | +85.1% |
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