-3.6%
SMR vs TRGP
+386.1%
-389.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | +4.4% | +0.8% | +3.6% | +3.9% |
| 30D | +3.4% | +11.5% | -8.1% | -4.2% |
| 3M | -19.2% | +9.0% | -28.2% | -25.3% |
| 6M | -22.6% | +20.5% | -43.1% | -34.3% |
| YTD | -31.5% | +59.5% | -91.1% | -52.3% |
| 1Y | -73.1% | +77.9% | -151.0% | -83.1% |
| 3Y | +55.0% | +253.6% | -198.6% | -33.8% |
| All | -3.6% | +386.1% | -389.7% | -64.0% |
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 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