+2,207.9%
TRGP vs SIRI
+165.8%
+2,042.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.7% |
| 7D | -0.6% | +4.3% | -4.9% | -2.0% |
| 30D | +14.6% | -2.8% | +17.4% | +15.3% |
| 3M | +11.9% | +5.9% | +6.0% | +9.0% |
| 6M | +25.3% | +31.9% | -6.7% | +12.5% |
| YTD | +61.9% | +48.7% | +13.2% | +38.9% |
| 1Y | +87.3% | +23.2% | +64.1% | +70.2% |
| 3Y | +268.0% | -23.9% | +291.9% | +259.7% |
| 5Y | +638.2% | -43.4% | +681.6% | +641.0% |
| 10Y | +821.9% | -13.6% | +835.5% | +705.1% |
| All | +2,207.9% | +165.8% | +2,042.1% | +1,574.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling