-2.3%
SW vs TRGP
+621.9%
-624.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.1% |
| 3M | +9.4% | +9.0% | +0.4% | +6.4% |
| 6M | +3.5% | +20.5% | -17.0% | -2.7% |
| YTD | +22.0% | +59.5% | -37.5% | +5.5% |
| 1Y | +2.2% | +77.9% | -75.7% | -14.8% |
| 3Y | +19.6% | +253.6% | -234.0% | -14.7% |
| All | -2.3% | +621.9% | -624.2% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling