-6.1%
STM vs TRGP
+436.8%
-442.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.4% | +3.3% | +5.6% |
| 7D | -5.6% | -7.2% | +1.6% | -3.0% |
| 30D | -14.4% | -4.2% | -10.3% | -13.3% |
| 3M | -20.5% | +7.0% | -27.4% | -22.8% |
| 6M | -24.5% | +11.2% | -35.8% | -28.4% |
| YTD | +72.7% | +51.1% | +21.6% | +44.9% |
| 1Y | +91.0% | +62.0% | +29.0% | +55.7% |
| 3Y | +13.5% | +248.2% | -234.7% | -34.5% |
| All | -6.1% | +436.8% | -442.9% | -56.5% |
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