+696.8%
WMT vs TRGP
+2,265.4%
-1,568.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | -5.0% | +14.6% | -19.5% | -5.6% |
| 3M | -11.3% | +11.9% | -23.2% | -11.8% |
| 6M | -13.8% | +25.3% | -39.1% | -14.8% |
| YTD | -4.2% | +61.9% | -66.1% | -6.5% |
| 1Y | +4.6% | +87.3% | -82.7% | +1.2% |
| 3Y | +100.5% | +268.0% | -167.5% | +88.5% |
| 5Y | +129.7% | +638.2% | -508.5% | +110.1% |
| 10Y | +423.4% | +821.9% | -398.5% | +374.7% |
| All | +696.8% | +2,265.4% | -1,568.6% | +493.3% |
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