+2,174.7%
TRGP vs SBAC
+419.6%
+1,755.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.8% |
| 7D | +0.8% | -0.8% | +1.6% | +1.0% |
| 30D | +11.5% | +6.9% | +4.6% | +8.9% |
| 3M | +9.0% | -8.2% | +17.2% | +11.6% |
| 6M | +20.5% | -1.6% | +22.1% | +18.9% |
| YTD | +59.5% | -0.1% | +59.6% | +56.1% |
| 1Y | +77.9% | -0.5% | +78.4% | +73.9% |
| 3Y | +253.6% | -9.1% | +262.6% | +243.9% |
| 5Y | +615.5% | -43.8% | +659.3% | +735.7% |
| 10Y | +897.1% | +80.5% | +816.6% | +494.3% |
| All | +2,174.7% | +419.6% | +1,755.1% | +621.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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