+108.7%
SPG vs TRGP
+627.0%
-518.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -2.2% | -0.6% | -1.6% | -2.0% |
| 30D | -5.8% | +10.0% | -15.7% | -9.0% |
| 3M | -2.8% | +7.6% | -10.4% | -5.8% |
| 6M | +8.9% | +26.8% | -17.9% | -1.3% |
| YTD | +14.3% | +60.6% | -46.3% | -5.5% |
| 1Y | +19.5% | +82.5% | -63.0% | -6.6% |
| 3Y | +106.9% | +265.0% | -158.2% | +18.0% |
| 5Y | +108.7% | +645.9% | -537.2% | -16.7% |
| All | +108.7% | +627.0% | -518.3% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling