+333.5%
SPG vs TRGP
+2,231.3%
-1,897.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -2.4% | +0.8% | -3.2% | -2.6% |
| 30D | -6.8% | +11.5% | -18.3% | -10.3% |
| 3M | +2.7% | +9.0% | -6.3% | -0.8% |
| 6M | +5.5% | +20.5% | -15.0% | -1.8% |
| YTD | +15.7% | +59.5% | -43.8% | -1.9% |
| 1Y | +20.9% | +77.9% | -57.0% | -1.6% |
| 3Y | +112.4% | +253.6% | -141.2% | +35.9% |
| 5Y | +101.4% | +615.5% | -514.1% | +0.9% |
| 10Y | +60.6% | +897.1% | -836.5% | -44.0% |
| All | +333.5% | +2,231.3% | -1,897.8% | -2.1% |
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