+855.6%
TRGP vs SM
+23.2%
+832.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -0.6% | +2.1% | -2.7% | -1.4% |
| 30D | +10.0% | +18.1% | -8.2% | +2.7% |
| 3M | +7.6% | +17.0% | -9.4% | 0.0% |
| 6M | +26.8% | +55.4% | -28.6% | +3.5% |
| YTD | +60.6% | +108.6% | -48.0% | +15.5% |
| 1Y | +82.5% | +45.7% | +36.8% | +50.3% |
| 3Y | +265.0% | -0.3% | +265.3% | +232.2% |
| 5Y | +645.9% | +113.0% | +532.8% | +363.7% |
| All | +855.6% | +23.2% | +832.3% | +257.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling