+155.8%
STT vs TRGP
+639.4%
-483.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +1.0% | -0.7% | +1.7% | +1.2% |
| 30D | +2.8% | +9.5% | -6.7% | -0.9% |
| 3M | +18.1% | +10.8% | +7.3% | +12.8% |
| 6M | +59.2% | +25.3% | +33.9% | +44.0% |
| YTD | +51.5% | +60.3% | -8.8% | +23.4% |
| 1Y | +75.7% | +84.6% | -8.9% | +34.1% |
| 3Y | +200.8% | +264.4% | -63.6% | +63.7% |
| 5Y | +155.8% | +636.6% | -480.8% | -9.7% |
| All | +155.8% | +639.4% | -483.7% | -9.7% |
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