+483.8%
STX vs TRGP
+451.9%
+31.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.9% |
| 7D | -17.3% | -5.8% | -11.5% | -15.3% |
| 30D | -35.9% | -1.5% | -34.5% | -35.4% |
| 3M | -37.3% | +6.1% | -43.4% | -38.5% |
| 6M | -35.8% | +14.4% | -50.2% | -38.9% |
| YTD | +82.7% | +55.3% | +27.4% | +55.0% |
| 1Y | +71.6% | +69.1% | +2.5% | +40.6% |
| 3Y | +635.3% | +254.3% | +381.0% | +353.7% |
| 5Y | +483.8% | +471.4% | +12.4% | +198.3% |
| All | +483.8% | +451.9% | +31.9% | +198.3% |
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