+282.6%
SPGI vs TRGP
+868.8%
-586.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -8.9% | -0.6% | -8.4% | -8.8% |
| 30D | +0.6% | +10.0% | -9.3% | -1.3% |
| 3M | +2.0% | +7.6% | -5.6% | +0.1% |
| 6M | +0.1% | +26.8% | -26.7% | -5.1% |
| YTD | -16.4% | +60.6% | -77.0% | -24.6% |
| 1Y | -18.9% | +82.5% | -101.4% | -29.0% |
| 3Y | +13.8% | +265.0% | -251.3% | -14.5% |
| 5Y | +0.5% | +645.9% | -645.4% | -35.4% |
| All | +282.6% | +868.8% | -586.2% | +89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling