+520.8%
SAP vs TRGP
+2,254.6%
-1,733.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.6% | -0.4% |
| 7D | -2.5% | +2.4% | -4.9% | -2.8% |
| 30D | +7.5% | +0.8% | +6.6% | +7.1% |
| 3M | +11.6% | +10.4% | +1.3% | +9.6% |
| 6M | +37.6% | +16.3% | +21.4% | +33.6% |
| YTD | -2.0% | +61.1% | -63.1% | -9.8% |
| 1Y | -6.4% | +71.6% | -78.0% | -14.7% |
| 3Y | +67.7% | +267.5% | -199.8% | +34.5% |
| 5Y | +75.7% | +488.1% | -412.4% | +29.7% |
| 10Y | +229.3% | +803.8% | -574.4% | +104.1% |
| All | +520.8% | +2,254.6% | -1,733.8% | +134.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling