+449.1%
SN vs TRGP
+284.5%
+164.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.9% |
| 7D | +3.5% | +2.4% | +1.1% | +2.7% |
| 30D | +19.4% | +0.8% | +18.6% | +18.4% |
| 3M | +20.9% | +10.4% | +10.6% | +15.5% |
| 6M | +111.1% | +16.3% | +94.9% | +94.6% |
| YTD | +102.8% | +61.1% | +41.7% | +57.2% |
| 1Y | +146.2% | +71.6% | +74.6% | +84.2% |
| 3Y | +441.4% | +267.5% | +174.0% | +231.1% |
| All | +449.1% | +284.5% | +164.6% | +241.7% |
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 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