+12.4%
SPGI vs TRGP
+426.9%
-414.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | +0.1% |
| 7D | -0.9% | -7.2% | +6.3% | +0.4% |
| 30D | +15.5% | -4.2% | +19.7% | +16.1% |
| 3M | +15.7% | +7.0% | +8.7% | +13.6% |
| 6M | +19.1% | +11.2% | +7.8% | +15.3% |
| YTD | -4.1% | +51.1% | -55.2% | -13.9% |
| 1Y | +1.2% | +62.0% | -60.8% | -10.8% |
| 3Y | +31.6% | +248.2% | -216.6% | -7.0% |
| 5Y | +12.4% | +432.4% | -419.9% | -29.5% |
| All | +12.4% | +426.9% | -414.4% | -29.5% |
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 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