+96.5%
STM vs TRGP
+89.5%
+6.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.5% | -1.5% | -6.1% |
| 7D | -6.0% | -6.5% | +0.4% | -6.2% |
| 30D | -20.9% | -0.4% | -20.5% | -20.8% |
| 3M | -15.8% | +8.8% | -24.6% | -15.4% |
| 6M | -17.0% | +11.0% | -28.1% | -17.4% |
| YTD | +76.8% | +57.4% | +19.4% | +69.0% |
| 1Y | +96.5% | +87.9% | +8.6% | +85.0% |
| All | +96.5% | +89.5% | +6.9% | +85.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling