+676.1%
STM vs TRGP
+2,231.3%
-1,555.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.3% |
| 3M | -33.3% | +9.0% | -42.2% | -35.3% |
| 6M | +57.4% | +20.5% | +36.9% | +48.0% |
| YTD | +102.2% | +59.5% | +42.7% | +75.7% |
| 1Y | +99.6% | +77.9% | +21.7% | +67.5% |
| 3Y | +14.5% | +253.6% | -239.1% | -21.5% |
| 5Y | +21.4% | +615.5% | -594.1% | -31.9% |
| 10Y | +695.0% | +897.1% | -202.1% | +236.7% |
| All | +676.1% | +2,231.3% | -1,555.2% | +41.6% |
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 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