-2.6%
SW vs TRGP
+415.2%
-417.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.7% | -0.4% |
| 7D | +2.3% | -16.0% | +18.3% | +5.9% |
| 30D | +6.8% | -6.4% | +13.2% | +7.9% |
| 3M | -5.2% | -1.0% | -4.2% | -5.8% |
| 6M | +7.4% | +7.0% | +0.5% | +3.7% |
| YTD | +17.4% | +46.1% | -28.7% | +2.4% |
| 1Y | +27.1% | +58.7% | -31.6% | +7.9% |
| 3Y | +47.9% | +221.9% | -174.0% | +5.5% |
| All | -2.6% | +415.2% | -417.7% | -42.3% |
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