+10,742.7%
STX vs TRGP
+2,231.3%
+8,511.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.6% |
| 7D | +2.4% | +0.8% | +1.6% | +2.2% |
| 30D | +1.4% | +11.5% | -10.1% | -1.1% |
| 3M | -8.2% | +9.0% | -17.2% | -10.1% |
| 6M | +127.0% | +20.5% | +106.5% | +117.0% |
| YTD | +209.1% | +59.5% | +149.6% | +178.0% |
| 1Y | +365.4% | +77.9% | +287.5% | +307.0% |
| 3Y | +1,135.4% | +253.6% | +881.8% | +832.3% |
| 5Y | +991.5% | +615.5% | +376.0% | +610.6% |
| 10Y | +3,695.8% | +897.1% | +2,798.7% | +1,962.9% |
| All | +10,742.7% | +2,231.3% | +8,511.4% | +3,340.6% |
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