+636.6%
TRGP vs SAN
+384.1%
+252.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | +9.5% | -0.1% | +9.5% | +9.4% |
| 3M | +10.8% | +19.6% | -8.8% | +5.3% |
| 6M | +25.3% | +32.7% | -7.4% | +14.7% |
| YTD | +60.3% | +26.7% | +33.6% | +47.4% |
| 1Y | +84.6% | +51.6% | +32.9% | +59.8% |
| 3Y | +264.4% | +348.7% | -84.4% | +115.1% |
| 5Y | +636.6% | +378.7% | +257.8% | +296.9% |
| All | +636.6% | +384.1% | +252.5% | +296.9% |
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