-0.1%
SW vs TRGP
+459.4%
-459.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.5% | +8.6% | +5.0% |
| 7D | +12.1% | -6.5% | +18.5% | +13.5% |
| 30D | +6.6% | -0.4% | +7.0% | +6.4% |
| 3M | -6.0% | +8.8% | -14.8% | -8.4% |
| 6M | +21.5% | +11.0% | +10.5% | +16.6% |
| YTD | +20.3% | +57.4% | -37.1% | +3.4% |
| 1Y | +28.1% | +87.9% | -59.7% | +4.0% |
| 3Y | +51.6% | +244.4% | -192.8% | +6.7% |
| All | -0.1% | +459.4% | -459.5% | -41.5% |
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