+319.5%
SN vs TRGP
+280.7%
+38.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.6% |
| 7D | -9.3% | +0.8% | -10.1% | -9.6% |
| 30D | -4.8% | +11.5% | -16.3% | -8.9% |
| 3M | +40.4% | +9.0% | +31.4% | +34.5% |
| 6M | +50.9% | +20.5% | +30.5% | +36.9% |
| YTD | +54.9% | +59.5% | -4.6% | +21.3% |
| 1Y | +43.0% | +77.9% | -34.9% | +4.9% |
| 3Y | +391.8% | +253.6% | +138.3% | +201.3% |
| All | +319.5% | +280.7% | +38.9% | +163.8% |
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