+22.0%
SPGI vs TRGP
+263.5%
-241.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | +0.1% | +0.8% | -0.6% | 0.0% |
| 30D | +8.4% | +11.5% | -3.1% | +6.7% |
| 3M | +11.8% | +9.0% | +2.8% | +10.2% |
| 6M | +5.7% | +20.5% | -14.8% | +2.0% |
| YTD | -9.7% | +59.5% | -69.2% | -17.8% |
| 1Y | -12.5% | +77.9% | -90.4% | -22.6% |
| All | +22.0% | +263.5% | -241.5% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling