+388.8%
SPG vs TRGP
+2,291.1%
-1,902.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.0% |
| 7D | +3.1% | +9.0% | -5.9% | +0.3% |
| 30D | +16.4% | +1.5% | +14.9% | +15.3% |
| 3M | +7.1% | +10.7% | -3.7% | +2.9% |
| 6M | +16.1% | +17.1% | -1.1% | +8.9% |
| YTD | +30.4% | +63.6% | -33.2% | +9.1% |
| 1Y | +33.0% | +77.0% | -44.0% | +8.3% |
| 3Y | +134.6% | +273.2% | -138.5% | +47.0% |
| 5Y | +84.9% | +508.6% | -423.7% | -2.9% |
| 10Y | +114.9% | +817.8% | -702.9% | -25.1% |
| All | +388.8% | +2,291.1% | -1,902.3% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling