+6,650.1%
STX vs TRGP
+2,299.4%
+4,350.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | +14.6% | +12.4% | +2.2% | +11.8% |
| 30D | -26.0% | +2.6% | -28.6% | -26.2% |
| 3M | -42.6% | +11.9% | -54.5% | -44.0% |
| 6M | -35.3% | +13.9% | -49.2% | -37.2% |
| YTD | +92.5% | +64.2% | +28.3% | +72.4% |
| 1Y | +102.4% | +78.5% | +23.9% | +77.8% |
| 3Y | +673.8% | +272.9% | +400.9% | +479.8% |
| 5Y | +463.1% | +510.7% | -47.7% | +278.6% |
| 10Y | +2,014.6% | +821.0% | +1,193.6% | +1,077.5% |
| All | +6,650.1% | +2,299.4% | +4,350.7% | +2,033.4% |
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