+58.7%
SO vs TRGP
+631.5%
-572.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | -3.2% | +14.6% | -17.8% | -4.9% |
| 3M | -1.7% | +11.9% | -13.6% | -3.2% |
| 6M | -7.2% | +25.3% | -32.5% | -9.9% |
| YTD | +4.6% | +61.9% | -57.3% | -1.6% |
| 1Y | +1.2% | +87.3% | -86.1% | -6.7% |
| 3Y | +45.3% | +268.0% | -222.7% | +16.8% |
| 5Y | +58.7% | +638.2% | -579.5% | +17.4% |
| All | +58.7% | +631.5% | -572.7% | +17.4% |
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