+260.3%
STT vs TRGP
+868.8%
-608.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | +2.2% | +10.0% | -7.8% | -1.1% |
| 3M | +18.8% | +7.6% | +11.2% | +15.5% |
| 6M | +57.9% | +26.8% | +31.1% | +44.9% |
| YTD | +51.0% | +60.6% | -9.6% | +28.0% |
| 1Y | +77.1% | +82.5% | -5.3% | +43.4% |
| 3Y | +199.8% | +265.0% | -65.2% | +90.7% |
| 5Y | +156.0% | +645.9% | -489.9% | +28.7% |
| All | +260.3% | +868.8% | -608.4% | +42.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling