+546.4%
SW vs TRGP
+2,199.9%
-1,653.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.5% | +8.6% | +4.4% |
| 7D | +12.1% | -6.5% | +18.5% | +12.5% |
| 30D | +6.6% | -0.4% | +7.0% | +6.5% |
| 3M | -6.0% | +8.8% | -14.8% | -6.7% |
| 6M | +21.5% | +11.0% | +10.5% | +20.2% |
| YTD | +20.3% | +57.4% | -37.1% | +15.9% |
| 1Y | +28.1% | +87.9% | -59.7% | +21.9% |
| 3Y | +51.6% | +244.4% | -192.8% | +39.7% |
| 5Y | -0.1% | +467.0% | -467.1% | -10.3% |
| 10Y | +189.7% | +836.9% | -647.1% | +153.2% |
| All | +546.4% | +2,199.9% | -1,653.5% | +554.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling