+268.0%
TRGP vs SM
-2.8%
+270.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.2% | +0.2% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +14.6% | +31.5% | -16.9% | +3.5% |
| 3M | +11.9% | +17.3% | -5.4% | +4.7% |
| 6M | +25.3% | +48.5% | -23.2% | +6.0% |
| YTD | +61.9% | +106.3% | -44.4% | +19.7% |
| 1Y | +87.3% | +47.3% | +40.0% | +57.0% |
| 3Y | +268.0% | -1.4% | +269.4% | +235.7% |
| All | +268.0% | -2.8% | +270.8% | +235.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling