+444.1%
STM vs TRGP
+762.8%
-318.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.5% | -0.4% |
| 7D | -7.9% | -5.8% | -2.1% | -6.3% |
| 30D | -14.1% | -1.5% | -12.7% | -13.8% |
| 3M | -17.6% | +6.1% | -23.7% | -19.3% |
| 6M | -24.2% | +14.4% | -38.6% | -27.7% |
| YTD | +73.3% | +55.3% | +18.0% | +51.3% |
| 1Y | +90.1% | +69.1% | +21.0% | +61.8% |
| 3Y | +10.3% | +254.3% | -243.9% | -24.6% |
| 5Y | -5.7% | +471.4% | -477.1% | -44.0% |
| 10Y | +444.1% | +773.0% | -328.9% | +140.6% |
| All | +444.1% | +762.8% | -318.7% | +140.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling