+224.0%
SAP vs TRGP
+762.8%
-538.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.4% | -1.9% |
| 7D | +1.5% | -5.8% | +7.3% | +2.2% |
| 30D | +8.8% | -1.5% | +10.3% | +8.8% |
| 3M | +12.1% | +6.1% | +6.0% | +10.8% |
| 6M | +34.6% | +14.4% | +20.2% | +31.0% |
| YTD | -2.1% | +55.3% | -57.5% | -9.2% |
| 1Y | -5.5% | +69.1% | -74.7% | -13.6% |
| 3Y | +67.4% | +254.3% | -186.8% | +35.9% |
| 5Y | +74.6% | +471.4% | -396.8% | +30.8% |
| 10Y | +224.0% | +773.0% | -549.0% | +113.1% |
| All | +224.0% | +762.8% | -538.7% | +113.1% |
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 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