+266.0%
TRGP vs SGI
+72.0%
+194.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | +2.4% | -10.5% | +12.9% | +3.2% |
| 30D | +0.8% | +0.1% | +0.7% | +0.6% |
| 3M | +10.4% | -4.0% | +14.3% | +10.4% |
| 6M | +16.3% | -5.6% | +21.9% | +15.5% |
| YTD | +61.1% | -29.5% | +90.6% | +69.1% |
| 1Y | +71.6% | -31.5% | +103.1% | +81.4% |
| All | +266.0% | +72.0% | +194.0% | +216.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling