+21.7%
STM vs TRGP
+263.5%
-241.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | +5.8% | +0.8% | +5.0% | +5.6% |
| 30D | -1.0% | +11.5% | -12.5% | -4.1% |
| 3M | -33.3% | +9.0% | -42.2% | -35.2% |
| 6M | +57.4% | +20.5% | +36.9% | +47.4% |
| YTD | +102.2% | +59.5% | +42.7% | +72.7% |
| 1Y | +99.6% | +77.9% | +21.7% | +63.6% |
| All | +21.7% | +263.5% | -241.8% | -16.7% |
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