+77.7%
SPY vs TRGP
+274.3%
-196.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +2.6% | +12.4% | -9.8% | +0.5% |
| 30D | -2.0% | +2.6% | -4.6% | -2.6% |
| 3M | -2.8% | +11.9% | -14.6% | -5.1% |
| 6M | +2.1% | +13.9% | -11.8% | -1.1% |
| YTD | +11.5% | +64.2% | -52.7% | -1.8% |
| 1Y | +13.5% | +78.5% | -65.0% | -2.4% |
| 3Y | +77.7% | +272.9% | -195.2% | +35.0% |
| All | +77.7% | +274.3% | -196.6% | +35.0% |
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