+82.1%
TRGP vs SGI
-18.4%
+100.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -1.2% |
| 7D | -0.7% | +0.6% | -1.3% | -0.6% |
| 30D | +9.5% | +5.5% | +3.9% | +10.2% |
| 3M | +10.8% | -3.6% | +14.4% | +10.8% |
| 6M | +25.3% | -15.0% | +40.4% | +26.8% |
| YTD | +60.3% | -23.0% | +83.3% | +64.2% |
| All | +82.1% | -18.4% | +100.5% | +81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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