+855.6%
TRGP vs SFM
+268.6%
+587.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -0.6% | -8.8% | +8.2% | +0.6% |
| 30D | +10.0% | -14.5% | +24.4% | +12.1% |
| 3M | +7.6% | -16.8% | +24.4% | +9.9% |
| 6M | +26.8% | -5.3% | +32.1% | +26.5% |
| YTD | +60.6% | -9.4% | +69.9% | +60.9% |
| 1Y | +82.5% | -46.2% | +128.6% | +96.4% |
| 3Y | +265.0% | +81.3% | +183.7% | +226.2% |
| 5Y | +645.9% | +211.9% | +434.0% | +500.2% |
| All | +855.6% | +268.6% | +587.0% | +621.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling