+271.5%
TRGP vs SIRI
-23.3%
+294.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | -0.6% | -3.0% | +2.4% | -0.4% |
| 30D | +10.0% | +1.3% | +8.7% | +9.8% |
| 3M | +7.6% | +5.6% | +2.0% | +6.9% |
| 6M | +26.8% | +35.2% | -8.4% | +22.8% |
| YTD | +60.6% | +49.1% | +11.5% | +53.7% |
| 1Y | +82.5% | +26.8% | +55.7% | +77.3% |
| All | +271.5% | -23.3% | +294.9% | +256.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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