+793.9%
TRGP vs SAN
+278.3%
+515.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.4% | +4.0% |
| 7D | +2.4% | +3.4% | -1.0% | +0.7% |
| 30D | +0.8% | -6.3% | +7.1% | +3.4% |
| 3M | +10.4% | -14.1% | +24.5% | +17.5% |
| 6M | +16.3% | +4.2% | +12.1% | +10.3% |
| YTD | +61.1% | +9.0% | +52.1% | +44.7% |
| 1Y | +71.6% | +18.8% | +52.8% | +46.4% |
| 3Y | +267.5% | +252.0% | +15.4% | +57.2% |
| 5Y | +488.1% | +299.5% | +188.7% | +115.3% |
| All | +793.9% | +278.3% | +515.6% | +231.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling