+134.2%
SPG vs TRGP
+273.0%
-138.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | +3.1% | +9.0% | -5.9% | +1.1% |
| 30D | +16.4% | +1.5% | +14.9% | +15.6% |
| 3M | +7.1% | +10.7% | -3.7% | +3.8% |
| 6M | +16.1% | +17.1% | -1.1% | +10.2% |
| YTD | +30.4% | +63.6% | -33.2% | +10.6% |
| 1Y | +33.0% | +77.0% | -44.0% | +9.7% |
| All | +134.2% | +273.0% | -138.8% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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