+2,115.1%
TRGP vs SBAC
+425.0%
+1,690.0%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.6% |
| 7D | -5.8% | +3.6% | -9.4% | -7.0% |
| 30D | -1.5% | +4.9% | -6.4% | -3.2% |
| 3M | +6.1% | +6.5% | -0.4% | +3.3% |
| 6M | +14.4% | -11.1% | +25.5% | +17.7% |
| YTD | +55.3% | +0.9% | +54.4% | +50.8% |
| 1Y | +69.1% | -1.6% | +70.7% | +65.7% |
| 3Y | +254.3% | -7.0% | +261.3% | +241.3% |
| 5Y | +471.4% | -39.2% | +510.6% | +544.1% |
| 10Y | +773.0% | +111.4% | +661.6% | +371.6% |
| All | +2,115.1% | +425.0% | +1,690.0% | +597.5% |
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