-5.5%
SAP vs TRGP
+65.2%
-70.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.4% | -0.9% |
| 7D | +1.5% | -5.8% | +7.3% | 0.0% |
| 30D | +8.8% | -1.5% | +10.3% | +8.6% |
| 3M | +12.1% | +6.1% | +6.0% | +14.0% |
| 6M | +34.6% | +14.4% | +20.2% | +37.4% |
| YTD | -2.1% | +55.3% | -57.5% | +1.3% |
| 1Y | -5.5% | +69.1% | -74.7% | -4.5% |
| All | -5.5% | +65.2% | -70.8% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling