+804.0%
TRGP vs SITM
+4,507.3%
-3,703.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.9% |
| 7D | -0.6% | +8.4% | -9.0% | -2.1% |
| 30D | +14.6% | -17.4% | +32.0% | +18.0% |
| 3M | +11.9% | -9.8% | +21.8% | +11.3% |
| 6M | +25.3% | +83.0% | -57.7% | +5.5% |
| YTD | +61.9% | +69.6% | -7.7% | +36.8% |
| 1Y | +87.3% | +144.9% | -57.6% | +44.0% |
| 3Y | +268.0% | +429.9% | -161.9% | +114.8% |
| 5Y | +638.2% | +169.2% | +469.1% | +337.2% |
| All | +804.0% | +4,507.3% | -3,703.3% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling