+59.8%
SAP vs TRGP
+263.5%
-203.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -2.9% | +0.8% | -3.7% | -3.0% |
| 30D | +9.0% | +11.5% | -2.5% | +7.8% |
| 3M | +14.9% | +9.0% | +6.0% | +13.5% |
| 6M | +11.9% | +20.5% | -8.6% | +8.5% |
| YTD | -9.9% | +59.5% | -69.4% | -17.0% |
| 1Y | -19.5% | +77.9% | -97.4% | -27.7% |
| All | +59.8% | +263.5% | -203.7% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling