-12.5%
SPGI vs TRGP
+80.7%
-93.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.7% |
| 7D | +0.1% | +0.8% | -0.6% | +0.2% |
| 30D | +8.4% | +11.5% | -3.1% | +10.1% |
| 3M | +11.8% | +9.0% | +2.8% | +13.2% |
| 6M | +5.7% | +20.5% | -14.8% | +8.0% |
| YTD | -9.7% | +59.5% | -69.2% | -6.6% |
| 1Y | -12.5% | +77.9% | -90.4% | -10.3% |
| All | -12.5% | +80.7% | -93.2% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling