+87.9%
TRGP vs SARO
-7.8%
+95.6%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -4.2% |
| 7D | -6.5% | +15.8% | -22.2% | -4.2% |
| 30D | -0.4% | +22.2% | -22.6% | +3.0% |
| 3M | +8.8% | -16.2% | +25.0% | +6.4% |
| 6M | +11.0% | +4.6% | +6.4% | +11.4% |
| YTD | +57.4% | -10.4% | +67.7% | +55.9% |
| 1Y | +87.9% | -6.5% | +94.4% | +85.9% |
| All | +87.9% | -7.8% | +95.6% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling