+179.0%
SAP vs TRGP
+827.0%
-648.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -0.3% | -0.7% | +0.4% | -0.2% |
| 30D | +0.3% | +9.5% | -9.2% | -1.1% |
| 3M | +16.9% | +10.8% | +6.1% | +14.7% |
| 6M | +6.3% | +25.3% | -19.0% | +2.3% |
| YTD | -12.4% | +60.3% | -72.7% | -18.9% |
| 1Y | -21.6% | +84.6% | -106.2% | -29.1% |
| 3Y | +54.8% | +264.4% | -209.6% | +25.4% |
| 5Y | +56.2% | +636.6% | -580.4% | +13.3% |
| 10Y | +179.0% | +848.9% | -669.9% | +80.8% |
| All | +179.0% | +827.0% | -648.0% | +80.8% |
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