+318.0%
SPYM vs TRGP
+863.3%
-545.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -1.1% | +8.0% | -9.1% | -2.5% |
| 3M | +3.9% | +8.3% | -4.4% | +2.1% |
| 6M | +13.6% | +23.9% | -10.3% | +8.7% |
| YTD | +12.7% | +59.6% | -46.9% | +2.8% |
| 1Y | +17.6% | +79.4% | -61.8% | +4.7% |
| 3Y | +77.2% | +269.4% | -192.2% | +37.5% |
| 5Y | +84.1% | +641.6% | -557.5% | +26.0% |
| All | +318.0% | +863.3% | -545.2% | +153.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling