+28.1%
SW vs TRGP
+89.5%
-61.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.5% | +8.6% | +2.6% |
| 7D | +12.1% | -6.5% | +18.5% | +9.9% |
| 30D | +6.6% | -0.4% | +7.0% | +6.8% |
| 3M | -6.0% | +8.8% | -14.8% | -2.5% |
| 6M | +21.5% | +11.0% | +10.5% | +25.8% |
| YTD | +20.3% | +57.4% | -37.1% | +19.8% |
| 1Y | +28.1% | +87.9% | -59.7% | +21.4% |
| All | +28.1% | +89.5% | -61.4% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling