+254.8%
SPOT vs TRGP
+814.6%
-559.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.8% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | +8.3% | +14.6% | -6.3% | +5.9% |
| 3M | +5.1% | +11.9% | -6.9% | +2.9% |
| 6M | -6.5% | +25.3% | -31.7% | -10.3% |
| YTD | -9.0% | +61.9% | -70.8% | -16.5% |
| 1Y | -26.4% | +87.3% | -113.7% | -34.3% |
| 3Y | +240.0% | +268.0% | -28.0% | +170.5% |
| 5Y | +111.7% | +638.2% | -526.5% | +51.9% |
| All | +254.8% | +814.6% | -559.9% | +131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling