+268.0%
TRGP vs SFM
+96.9%
+171.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.5% | +8.0% | +2.2% |
| 7D | -0.6% | -5.8% | +5.2% | 0.0% |
| 30D | +14.6% | -11.4% | +25.9% | +16.0% |
| 3M | +11.9% | -12.2% | +24.1% | +13.2% |
| 6M | +25.3% | -5.2% | +30.4% | +24.9% |
| YTD | +61.9% | -4.5% | +66.3% | +61.1% |
| 1Y | +87.3% | -45.4% | +132.7% | +104.3% |
| 3Y | +268.0% | +91.1% | +176.9% | +266.1% |
| All | +268.0% | +96.9% | +171.1% | +266.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling