+529.8%
STT vs TRGP
+2,231.3%
-1,701.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +0.5% | +0.8% | -0.3% | +0.2% |
| 30D | +3.9% | +11.5% | -7.7% | +0.5% |
| 3M | +20.0% | +9.0% | +11.0% | +16.6% |
| 6M | +55.3% | +20.5% | +34.8% | +46.2% |
| YTD | +53.3% | +59.5% | -6.2% | +33.1% |
| 1Y | +74.7% | +77.9% | -3.2% | +46.6% |
| 3Y | +205.8% | +253.6% | -47.7% | +109.3% |
| 5Y | +145.0% | +615.5% | -470.5% | +37.5% |
| 10Y | +266.0% | +897.1% | -631.1% | +59.7% |
| All | +529.8% | +2,231.3% | -1,701.5% | +65.2% |
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