+589.4%
SE vs TRGP
+816.4%
-227.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -6.1% | +0.8% | -6.9% | -6.3% |
| 30D | -2.5% | +11.5% | -14.0% | -5.3% |
| 3M | +21.7% | +9.0% | +12.7% | +18.2% |
| 6M | +27.0% | +20.5% | +6.5% | +19.8% |
| YTD | -12.1% | +59.5% | -71.7% | -23.1% |
| 1Y | -40.9% | +77.9% | -118.8% | -50.0% |
| 3Y | +191.0% | +253.6% | -62.6% | +108.6% |
| 5Y | -68.3% | +615.5% | -683.8% | -80.2% |
| All | +589.4% | +816.4% | -227.1% | +284.8% |
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 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