+59.5%
SAP vs TRGP
+620.9%
-561.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -2.9% | +0.8% | -3.7% | -3.0% |
| 30D | +9.0% | +11.5% | -2.5% | +6.9% |
| 3M | +14.9% | +9.0% | +6.0% | +12.7% |
| 6M | +11.9% | +20.5% | -8.6% | +7.4% |
| YTD | -9.9% | +59.5% | -69.4% | -18.6% |
| 1Y | -19.5% | +77.9% | -97.4% | -29.2% |
| 3Y | +61.8% | +253.6% | -191.8% | +20.4% |
| All | +59.5% | +620.9% | -561.4% | -0.8% |
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 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