+448.1%
SN vs TRGP
+270.7%
+177.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.8% | -4.1% | -2.2% |
| 7D | +7.6% | -5.8% | +13.3% | +9.3% |
| 30D | +22.4% | -1.5% | +23.9% | +22.2% |
| 3M | +21.7% | +6.1% | +15.6% | +17.7% |
| 6M | +102.8% | +14.4% | +88.5% | +87.2% |
| YTD | +102.4% | +55.3% | +47.1% | +58.7% |
| 1Y | +139.0% | +69.1% | +69.9% | +78.6% |
| 3Y | +440.4% | +254.3% | +186.1% | +234.2% |
| All | +448.1% | +270.7% | +177.4% | +244.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling