+650.1%
TRGP vs SFM
+44.5%
+605.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.5% | +0.3% | +3.2% |
| 7D | +2.4% | -7.1% | +9.4% | +3.5% |
| 30D | +0.8% | -21.4% | +22.2% | +3.6% |
| 3M | +10.4% | -40.1% | +50.5% | +18.1% |
| 6M | +16.3% | -38.0% | +54.3% | +23.0% |
| YTD | +61.1% | -36.5% | +97.7% | +68.8% |
| 1Y | +71.6% | -35.2% | +106.8% | +79.0% |
| 3Y | +267.5% | +23.5% | +244.0% | +234.9% |
| 5Y | +488.1% | +109.7% | +378.4% | +372.1% |
| 10Y | +803.8% | +132.6% | +671.2% | +576.7% |
| All | +650.1% | +44.5% | +605.7% | +481.7% |
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