+185.4%
SW vs TRGP
+780.9%
-595.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.1% |
| 7D | +4.7% | -12.6% | +17.3% | +5.9% |
| 30D | +5.0% | -4.5% | +9.5% | +5.3% |
| 3M | -7.3% | +4.9% | -12.3% | -8.0% |
| 6M | +15.0% | +5.6% | +9.4% | +13.7% |
| YTD | +18.5% | +50.1% | -31.6% | +12.7% |
| 1Y | +27.1% | +70.2% | -43.1% | +19.3% |
| 3Y | +49.3% | +228.5% | -179.2% | +32.9% |
| 5Y | -1.6% | +434.1% | -435.7% | -15.7% |
| All | +185.4% | +780.9% | -595.5% | +146.2% |
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