+99.6%
STM vs TRGP
+80.7%
+18.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.8% |
| 7D | +5.8% | +0.8% | +5.0% | +5.8% |
| 30D | -1.0% | +11.5% | -12.5% | -1.2% |
| 3M | -33.3% | +9.0% | -42.2% | -33.4% |
| 6M | +57.4% | +20.5% | +36.9% | +54.3% |
| YTD | +102.2% | +59.5% | +42.7% | +91.3% |
| 1Y | +99.6% | +77.9% | +21.7% | +88.2% |
| All | +99.6% | +80.7% | +18.9% | +88.2% |
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