+82.1%
TRGP vs SFM
-46.3%
+128.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +3.0% | -0.9% |
| 7D | -0.7% | -7.2% | +6.5% | -0.6% |
| 30D | +9.5% | -14.3% | +23.8% | +9.9% |
| 3M | +10.8% | -13.7% | +24.5% | +11.2% |
| 6M | +25.3% | -6.0% | +31.4% | +24.8% |
| YTD | +60.3% | -8.2% | +68.5% | +59.8% |
| All | +82.1% | -46.3% | +128.4% | +98.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling