+338.6%
SPGI vs TRGP
+819.3%
-480.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.7% |
| 7D | -0.8% | +9.0% | -9.8% | -2.5% |
| 30D | +14.3% | +1.5% | +12.8% | +13.6% |
| 3M | +14.5% | +10.7% | +3.8% | +11.8% |
| 6M | +17.3% | +17.1% | +0.1% | +12.8% |
| YTD | -4.6% | +63.6% | -68.2% | -14.5% |
| 1Y | +0.8% | +77.0% | -76.2% | -11.2% |
| 3Y | +28.8% | +273.2% | -244.4% | -3.9% |
| 5Y | +14.0% | +508.6% | -494.6% | -23.9% |
| All | +338.6% | +819.3% | -480.7% | +120.6% |
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