+645.9%
TRGP vs SITM
+176.0%
+469.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.1% |
| 7D | -0.6% | +4.8% | -5.4% | -1.2% |
| 30D | +10.0% | -9.7% | +19.7% | +11.0% |
| 3M | +7.6% | -9.3% | +16.9% | +7.1% |
| 6M | +26.8% | +69.5% | -42.7% | +13.6% |
| YTD | +60.6% | +70.5% | -10.0% | +42.5% |
| 1Y | +82.5% | +145.3% | -62.8% | +51.3% |
| 3Y | +265.0% | +432.8% | -167.8% | +150.9% |
| 5Y | +645.9% | +174.0% | +471.9% | +434.1% |
| All | +645.9% | +176.0% | +469.9% | +434.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling