+588.5%
STM vs TRGP
+2,254.6%
-1,666.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +2.5% |
| 7D | +1.4% | +2.4% | -0.9% | +0.9% |
| 30D | -8.4% | +0.8% | -9.2% | -8.6% |
| 3M | -15.8% | +10.4% | -26.2% | -18.4% |
| 6M | -22.8% | +16.3% | -39.1% | -26.6% |
| YTD | +79.4% | +61.1% | +18.2% | +55.3% |
| 1Y | +97.0% | +71.6% | +25.4% | +67.4% |
| 3Y | +14.2% | +267.5% | -253.3% | -22.4% |
| 5Y | -4.5% | +488.1% | -492.6% | -43.5% |
| 10Y | +463.1% | +803.8% | -340.7% | +145.4% |
| All | +588.5% | +2,254.6% | -1,666.2% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling