+45.3%
SO vs TRGP
+265.9%
-220.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.9% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | -3.2% | +14.6% | -17.8% | -4.2% |
| 3M | -1.7% | +11.9% | -13.6% | -2.5% |
| 6M | -7.2% | +25.3% | -32.5% | -8.7% |
| YTD | +4.6% | +61.9% | -57.3% | +1.3% |
| 1Y | +1.2% | +87.3% | -86.1% | -2.9% |
| 3Y | +45.3% | +268.0% | -222.7% | +21.7% |
| All | +45.3% | +265.9% | -220.6% | +21.7% |
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