+46.8%
STT vs TRGP
+75.3%
-28.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | +5.1% | +9.0% | -3.9% | +4.6% |
| 30D | -0.2% | +1.5% | -1.7% | -0.5% |
| 3M | -8.1% | +10.7% | -18.9% | -8.8% |
| 6M | +16.6% | +17.1% | -0.5% | +15.4% |
| YTD | +37.8% | +63.6% | -25.8% | +30.7% |
| 1Y | +46.8% | +77.0% | -30.1% | +35.0% |
| All | +46.8% | +75.3% | -28.5% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling