-71.0%
SMR vs TRGP
+83.5%
-154.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.7% | -5.5% |
| 7D | +4.7% | -0.6% | +5.3% | +4.3% |
| 30D | +3.2% | +10.0% | -6.7% | +8.3% |
| 3M | +9.9% | +7.6% | +2.3% | +15.4% |
| 6M | -15.1% | +26.8% | -41.9% | -8.8% |
| YTD | -27.9% | +60.6% | -88.5% | -19.8% |
| All | -71.0% | +83.5% | -154.5% | -66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling