+363.5%
SE vs TRGP
+843.2%
-479.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -0.5% | +12.4% | -12.9% | -3.2% |
| 30D | -20.9% | +2.6% | -23.5% | -21.7% |
| 3M | -38.9% | +11.9% | -50.7% | -40.9% |
| 6M | -19.4% | +13.9% | -33.3% | -22.9% |
| YTD | -40.9% | +64.2% | -105.1% | -48.8% |
| 1Y | -46.2% | +78.5% | -124.7% | -54.4% |
| 3Y | +63.7% | +272.9% | -209.2% | +15.6% |
| 5Y | -77.9% | +510.7% | -588.6% | -85.9% |
| All | +363.5% | +843.2% | -479.8% | +156.0% |
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