+19.6%
SW vs TRGP
+252.7%
-233.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.5% |
| 7D | -5.1% | +0.8% | -5.9% | -5.3% |
| 30D | -4.6% | +11.5% | -16.1% | -7.0% |
| 3M | +9.4% | +9.0% | +0.4% | +6.5% |
| 6M | +3.5% | +20.5% | -17.0% | -3.2% |
| YTD | +22.0% | +59.5% | -37.5% | +2.8% |
| 1Y | +2.2% | +77.9% | -75.7% | -17.7% |
| All | +19.6% | +252.7% | -233.1% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling