+1,972.8%
STX vs TRGP
+822.5%
+1,150.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | +14.6% | +12.4% | +2.2% | +12.0% |
| 30D | -26.0% | +2.6% | -28.6% | -26.2% |
| 3M | -42.6% | +11.9% | -54.5% | -43.9% |
| 6M | -35.3% | +13.9% | -49.2% | -37.0% |
| YTD | +92.5% | +64.2% | +28.3% | +73.5% |
| 1Y | +102.4% | +78.5% | +23.9% | +79.1% |
| 3Y | +673.8% | +272.9% | +400.9% | +492.4% |
| 5Y | +463.1% | +510.7% | -47.7% | +292.0% |
| All | +1,972.8% | +822.5% | +1,150.3% | +1,222.7% |
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 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