+87.9%
TRGP vs SM
+70.4%
+17.5%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -15.3% | +10.8% | -0.1% |
| 7D | -6.5% | -21.5% | +15.0% | +0.2% |
| 30D | -0.4% | -11.4% | +10.9% | +3.2% |
| 3M | +8.8% | +0.6% | +8.2% | +8.2% |
| 6M | +11.0% | +0.2% | +10.8% | +9.8% |
| YTD | +57.4% | +69.7% | -12.3% | +33.7% |
| 1Y | +87.9% | +71.6% | +16.3% | +59.2% |
| All | +87.9% | +70.4% | +17.5% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling