+636.6%
TRGP vs SFM
+217.9%
+418.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +3.0% | -0.5% |
| 7D | -0.7% | -7.2% | +6.5% | +0.1% |
| 30D | +9.5% | -14.3% | +23.8% | +11.3% |
| 3M | +10.8% | -13.7% | +24.5% | +12.3% |
| 6M | +25.3% | -6.0% | +31.4% | +25.2% |
| YTD | +60.3% | -8.2% | +68.5% | +60.3% |
| 1Y | +84.6% | -46.2% | +130.8% | +98.5% |
| 3Y | +264.4% | +83.6% | +180.8% | +236.4% |
| 5Y | +636.6% | +212.7% | +423.9% | +535.5% |
| All | +636.6% | +217.9% | +418.7% | +535.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling