+2,233.0%
TRGP vs SM
-30.4%
+2,263.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.6% | -0.5% |
| 7D | +9.0% | +10.6% | -1.6% | +4.6% |
| 30D | +1.5% | -15.0% | +16.5% | +7.8% |
| 3M | +10.7% | +1.7% | +9.1% | +8.8% |
| 6M | +17.1% | +5.9% | +11.3% | +11.8% |
| YTD | +63.6% | +79.0% | -15.4% | +23.8% |
| 1Y | +77.0% | +84.7% | -7.7% | +32.0% |
| 3Y | +273.2% | -3.5% | +276.6% | +241.2% |
| 5Y | +508.6% | +4.9% | +503.7% | +402.9% |
| 10Y | +817.8% | +17.7% | +800.1% | +291.5% |
| All | +2,233.0% | -30.4% | +2,263.4% | +921.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling