+553.4%
SE vs TRGP
+817.1%
-263.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.8% | -1.2% |
| 7D | -5.2% | +0.1% | -5.3% | -5.2% |
| 30D | -17.1% | +8.0% | -25.1% | -18.8% |
| 3M | +24.0% | +8.3% | +15.7% | +20.7% |
| 6M | +21.0% | +23.9% | -2.9% | +13.4% |
| YTD | -16.7% | +59.6% | -76.4% | -27.1% |
| 1Y | -45.9% | +79.4% | -125.4% | -54.3% |
| 3Y | +177.8% | +269.4% | -91.6% | +97.2% |
| 5Y | -67.4% | +641.6% | -709.0% | -79.8% |
| All | +553.4% | +817.1% | -263.7% | +264.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling