+2,176.2%
TRGP vs SNY
+150.6%
+2,025.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.1% | -3.3% | +3.4% | +1.2% |
| 30D | +8.0% | -2.2% | +10.2% | +8.8% |
| 3M | +8.3% | -3.0% | +11.3% | +9.0% |
| 6M | +23.9% | +2.7% | +21.2% | +21.8% |
| YTD | +59.6% | -6.8% | +66.5% | +62.1% |
| 1Y | +79.4% | -5.3% | +84.7% | +80.3% |
| 3Y | +269.4% | -9.8% | +279.2% | +263.5% |
| 5Y | +641.6% | +9.7% | +632.0% | +548.7% |
| 10Y | +845.2% | +64.5% | +780.7% | +596.8% |
| All | +2,176.2% | +150.6% | +2,025.6% | +1,232.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling