+620.9%
TRGP vs SIRI
-41.5%
+662.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +8.0% | +2.5% | +5.5% | +7.7% |
| 3M | +8.3% | +6.6% | +1.6% | +7.2% |
| 6M | +23.9% | +32.9% | -9.0% | +19.3% |
| YTD | +59.6% | +50.5% | +9.2% | +51.2% |
| 1Y | +79.4% | +28.0% | +51.5% | +73.0% |
| 3Y | +269.4% | -22.4% | +291.8% | +264.5% |
| All | +620.9% | -41.5% | +662.4% | +653.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling