+74.1%
SAP vs TRGP
+426.9%
-352.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | +1.2% |
| 7D | +1.6% | -7.2% | +8.8% | +2.6% |
| 30D | +10.5% | -4.2% | +14.7% | +11.0% |
| 3M | +15.2% | +7.0% | +8.2% | +13.4% |
| 6M | +36.7% | +11.2% | +25.4% | +32.8% |
| YTD | -0.6% | +51.1% | -51.7% | -9.6% |
| 1Y | -4.1% | +62.0% | -66.2% | -14.3% |
| 3Y | +73.2% | +248.2% | -174.9% | +28.8% |
| 5Y | +74.1% | +432.4% | -358.3% | +15.6% |
| All | +74.1% | +426.9% | -352.8% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling