+499.3%
TRGP vs SAN
+306.1%
+193.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.4% | +3.9% |
| 7D | +2.4% | +3.4% | -1.0% | +1.7% |
| 30D | +0.8% | -6.3% | +7.1% | +2.1% |
| 3M | +10.4% | -14.1% | +24.5% | +13.7% |
| 6M | +16.3% | +4.2% | +12.1% | +13.5% |
| YTD | +61.1% | +9.0% | +52.1% | +53.1% |
| 1Y | +71.6% | +18.8% | +52.8% | +58.6% |
| 3Y | +267.5% | +252.0% | +15.4% | +134.8% |
| All | +499.3% | +306.1% | +193.2% | +255.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling