+466.2%
STT vs TRGP
+2,291.1%
-1,824.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | +5.1% | +9.0% | -3.9% | +2.6% |
| 30D | -0.2% | +1.5% | -1.7% | -0.9% |
| 3M | -8.1% | +10.7% | -18.9% | -11.1% |
| 6M | +16.6% | +17.1% | -0.5% | +10.7% |
| YTD | +37.8% | +63.6% | -25.8% | +18.5% |
| 1Y | +46.8% | +77.0% | -30.1% | +23.4% |
| 3Y | +181.2% | +273.2% | -92.0% | +89.3% |
| 5Y | +105.1% | +508.6% | -403.5% | +19.8% |
| 10Y | +202.3% | +817.8% | -615.4% | +33.6% |
| All | +466.2% | +2,291.1% | -1,824.9% | +47.0% |
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 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