+147.8%
SW vs TRGP
+891.3%
-743.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.4% |
| 7D | -5.1% | +0.8% | -5.9% | -5.2% |
| 30D | -4.6% | +11.5% | -16.1% | -5.7% |
| 3M | +9.4% | +9.0% | +0.4% | +8.2% |
| 6M | +3.5% | +20.5% | -17.0% | +1.1% |
| YTD | +22.0% | +59.5% | -37.5% | +15.6% |
| 1Y | +2.2% | +77.9% | -75.7% | -4.4% |
| 3Y | +19.6% | +253.6% | -234.0% | +5.8% |
| 5Y | -2.3% | +615.5% | -617.8% | -17.9% |
| All | +147.8% | +891.3% | -743.5% | +105.0% |
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