+269.4%
TRGP vs SNY
-9.6%
+279.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.1% | -3.3% | +3.4% | +0.2% |
| 30D | +8.0% | -2.2% | +10.2% | +8.1% |
| 3M | +8.3% | -3.0% | +11.3% | +8.3% |
| 6M | +23.9% | +2.7% | +21.2% | +23.6% |
| YTD | +59.6% | -6.8% | +66.5% | +59.8% |
| 1Y | +79.4% | -5.3% | +84.7% | +79.3% |
| 3Y | +269.4% | -9.8% | +279.2% | +264.7% |
| All | +269.4% | -9.6% | +279.0% | +264.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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