+81.7%
SPY vs TRGP
+639.4%
-557.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -0.4% | -0.7% | +0.3% | -0.2% |
| 30D | -1.4% | +9.5% | -10.8% | -3.7% |
| 3M | +3.7% | +10.8% | -7.1% | +0.5% |
| 6M | +13.0% | +25.3% | -12.3% | +5.5% |
| YTD | +12.4% | +60.3% | -47.9% | -2.2% |
| 1Y | +18.5% | +84.6% | -66.0% | -1.5% |
| 3Y | +77.6% | +264.4% | -186.7% | +18.7% |
| 5Y | +81.7% | +636.6% | -554.9% | -1.9% |
| All | +81.7% | +639.4% | -557.8% | -1.9% |
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