+5.1%
SPGI vs TRGP
+631.5%
-626.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.5% |
| 7D | -2.5% | -0.6% | -1.9% | -2.4% |
| 30D | +5.4% | +14.6% | -9.2% | +2.6% |
| 3M | +9.0% | +11.9% | -2.9% | +6.3% |
| 6M | +0.8% | +25.3% | -24.5% | -4.4% |
| YTD | -12.6% | +61.9% | -74.4% | -22.0% |
| 1Y | -16.1% | +87.3% | -103.4% | -28.0% |
| 3Y | +19.0% | +268.0% | -249.0% | -15.0% |
| 5Y | +5.1% | +638.2% | -633.2% | -33.1% |
| All | +5.1% | +631.5% | -626.4% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling