+23.1%
STM vs TRGP
+620.9%
-597.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +5.8% | +0.8% | +5.0% | +5.5% |
| 30D | -1.0% | +11.5% | -12.5% | -5.2% |
| 3M | -33.3% | +9.0% | -42.2% | -35.9% |
| 6M | +57.4% | +20.5% | +36.9% | +45.1% |
| YTD | +102.2% | +59.5% | +42.7% | +67.2% |
| 1Y | +99.6% | +77.9% | +21.7% | +57.2% |
| 3Y | +14.5% | +253.6% | -239.1% | -33.5% |
| All | +23.1% | +620.9% | -597.8% | -44.4% |
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