+638.2%
TRGP vs SGI
+61.8%
+576.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | -0.6% | +9.3% | -9.9% | -2.2% |
| 30D | +14.6% | +6.9% | +7.7% | +13.1% |
| 3M | +11.9% | +2.8% | +9.1% | +10.5% |
| 6M | +25.3% | -12.6% | +37.9% | +26.9% |
| YTD | +61.9% | -21.5% | +83.4% | +67.6% |
| 1Y | +87.3% | -18.8% | +106.0% | +91.6% |
| 3Y | +268.0% | +60.8% | +207.2% | +215.5% |
| 5Y | +638.2% | +60.0% | +578.2% | +508.9% |
| All | +638.2% | +61.8% | +576.4% | +508.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling