+791.6%
TRGP vs SITM
+4,789.7%
-3,998.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -1.6% |
| 7D | +0.1% | +3.9% | -3.8% | -0.7% |
| 30D | +8.0% | -6.6% | +14.6% | +8.8% |
| 3M | +8.3% | -11.9% | +20.1% | +8.2% |
| 6M | +23.9% | +81.1% | -57.2% | +4.8% |
| YTD | +59.6% | +80.0% | -20.3% | +33.4% |
| 1Y | +79.4% | +145.8% | -66.4% | +38.0% |
| 3Y | +269.4% | +475.9% | -206.4% | +112.0% |
| 5Y | +641.6% | +189.2% | +452.4% | +332.7% |
| All | +791.6% | +4,789.7% | -3,998.1% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling