+72.5%
SMR vs TRGP
+262.4%
-189.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.7% | -5.7% |
| 7D | +4.7% | -0.6% | +5.3% | +5.2% |
| 30D | +3.2% | +10.0% | -6.7% | -3.6% |
| 3M | +9.9% | +7.6% | +2.3% | +2.0% |
| 6M | -15.1% | +26.8% | -41.9% | -32.7% |
| YTD | -27.9% | +60.6% | -88.5% | -53.9% |
| 1Y | -70.2% | +82.5% | -152.7% | -83.7% |
| All | +72.5% | +262.4% | -189.9% | -60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling