+661.7%
TRGP vs SFM
+46.8%
+614.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.3% |
| 7D | +9.0% | -0.4% | +9.4% | +9.1% |
| 30D | +1.5% | -19.2% | +20.7% | +3.8% |
| 3M | +10.7% | -40.3% | +51.0% | +18.6% |
| 6M | +17.1% | -40.9% | +58.0% | +25.0% |
| YTD | +63.6% | -35.5% | +99.1% | +71.0% |
| 1Y | +77.0% | -37.4% | +114.4% | +85.9% |
| 3Y | +273.2% | +25.5% | +247.7% | +239.2% |
| 5Y | +508.6% | +113.0% | +395.6% | +387.5% |
| 10Y | +817.8% | +136.3% | +681.4% | +585.6% |
| All | +661.7% | +46.8% | +614.9% | +489.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling